摘要
利用构造二次型 Lyapunov函数和 Ito公式研究了一般 n维时变线性 Ito型随机微分系统的稳定性 ,给出了二维时变线性系统的三种常见情形的均方指数稳定或均方渐近稳定的充分判据 .
Stability of general n dimension to stochastic linear differential equation with time change is discussed by means of structure quadric form as stochastic Lyapunov function. Sufficient conditions of the mean square exponential stability or the mean square asymptotic stability of 2 dimension common systems are given.
出处
《数学研究》
CSCD
2000年第2期157-162,共6页
Journal of Mathematical Study
关键词
稳定性
随机微分系统
随机时变线性系统
stochastic Lyapunov function, the mean square exponential stability, the mean square asymptotic stability