随机时变线性系统的稳定性

Stability of Stochastic Linear Systems with Time-Change

利用构造二次型 Lyapunov函数和 Ito公式研究了一般 n维时变线性 Ito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.