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THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE—TIME NONLINEAR STOCHASTIC SYSTEMS

THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE-TIME NONLINEAR STOCHASTIC SYSTEMS
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摘要 In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective sufficient conditions in terms of Lyapunov functions are derived for the systems linear in noise. In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective sufficient conditions in terms of Lyapunov functions are derived for the systems linear in noise.
作者 胡良剑
出处 《Journal of China Textile University(English Edition)》 EI CAS 1996年第1期80-88,共9页
关键词 semi-compact PERIODIC STOCHASTIC process STOCHASTIC DIFFERENCE equation TIGHTNESS transition PROBABILITY semi-compact, periodic stochastic process, stochastic difference equation, tightness, transition probability,
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