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两参数Ito∧型随机微分方程强解稳定性的讨论 被引量:2

ON THE STABILITY OF STRONG SOLUTIONS FOR It o∧ TYPE STOCHASTIC DIFFERENTIAL EQUATIONS IN THE PLANE
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摘要 主要讨论了两参数Ito∧型随机微分方程强解稳定性,给出了一个稳定性的充分条件. The stability of strong solutions for It o ∧ type stochastic differential equations in the plane is discussed, and a complete condition to stability is given.
作者 邓国和
出处 《广西师范大学学报(自然科学版)》 CAS 1997年第3期28-31,共4页 Journal of Guangxi Normal University:Natural Science Edition
关键词 随机微分方程 强解 稳定性 It o ∧ type stochastic differential equation in the plane strong solution stability
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同被引文献18

  • 1彭国强,黄立宏.马尔可夫调配的随机微分方程的指数稳定性[J].广西师范大学学报(自然科学版),2005,23(2):44-47. 被引量:4
  • 2CARLETTI M. Stochastic modeling of biological processes [D]. Brisbane,Australia:University of Queensland, 2008.
  • 3DARGATZ C,GEORGESCU V,HELD L. Stochastic modeling of the spatial spread of influenza in Germany[J]. Aus- tralian Journal of Statistics, 2006,35 (1) : 5-20.
  • 4IACONO G,REYNOLDS A. A Lagrangian stochastic model for the dispersion and deposition of Brownian particles in the presence of a temperature gradient[J]. Aerosol Science, 2005,36 : 1238-1250.
  • 5STOIEA G. A stochastic delay financial model[J]. Proceedings of the American Mathematical Society, 2004,133(6): 1837-1841.
  • 6KLOEDEN P,PLATEN E. Numerical solution of stochastic differential equations[M]. Berlin:Springer, 1992.
  • 7ZEGHDANE R,ABBAOUI L,TOCINO A. Higher-order semi-implicit Taylor schemes for Ito stochastic differential equations[J]. Journal of Computational and Applied Mathematics,2011,235(8) :1009-1023.
  • 8OMAR M ,ABOUL-HASSAN A,RABIA S. The composite Milstein methods for the numerical solution of it? stocha- stic differential equations[J]. Journal of Computational and Applied Mathematics,2011,235(8):2277-2299.
  • 9SAITO Y,MITSUI T. Stability analysis of numerical schemes for stochastic differential equations [J]. SLAM J Nu- mer Anal, 1996,33 (6) : 2250-2267.
  • 10HIGHAM D. Mean-square and asymptotic stability of the stochastic theta methodl-J]. SLAM J Numer Anal, 2000,38 (3) :753-769.

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