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.
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