随机微分方程的样本Lyapunov指数估计

Estimation of Sample Lyapunov Exponent for Stochastic Differential Equation

研究了d-维随机微分方程的解的样本Lyapunov指数,用局部单调条件取代整体单调条件,使用截断函数和It 's公式及一些特殊不等式得到了解的样本Lyapunov指数.

This paper studies the sample Lyapunov exponent of the solution of the d -dimensional stochastic differential equation, where the monotone condition is replaced by the local monotone condition, and the sample Lyapunov exponent of the solution is obtained by using truncation function, It o^ ＇s formula and some special inequalities.