Practical Stability in the pth Mean of Stochastic Differential Equations with Discontinuous Coefficients

Practical Stability in the pth Mean of Stochastic Differential Equations with Discontinuous Coefficients

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摘要 In this paper,we give sufficient conditions to analyze the practical stability in the pth mean of stochastic differential equations with discontinuous coefficients.The Lyapunov-like function plays an important role in analysis.Some numerical computations are carried out to illustrate the theoretical results. In this paper,we give sufficient conditions to analyze the practical stability in the pth mean of stochastic differential equations with discontinuous coefficients.The Lyapunov-like function plays an important role in analysis.Some numerical computations are carried out to illustrate the theoretical results.

作者 CHEN XU-MEI ZOU YONG-KUI

机构地区 School of Mathematics Faculty of Science

出处《Communications in Mathematical Research》 CSCD 2010年第4期337-352,共16页 数学研究通讯（英文版）

基金 The NSF (10671082) of China the 985 Program of Jilin University,the Key Laboratory of Symbolic Computation and Knowledge Engineering of Ministry of Education,the Postgraduate Students Innovative Fund (20080239) of Jilin University the Research Fund (10JDG020) for High-level Group of Jiangsu University

关键词 stochastic differential equation practical stability in the pth mean Lyapunov-like function stochastic differential equation practical stability in the pth mean Lyapunov-like function

分类号 O211.63 [理学—概率论与数理统计] O175.13 [理学—基础数学]

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Communications in Mathematical Research

2010年第4期

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Practical Stability in the pth Mean of Stochastic Differential Equations with Discontinuous Coefficients

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