反射布朗运动驱动的非线性系统的随机稳定化

Stochastic Stabilization of Nonlinear Systems Driven by Reflecting Brownian Motion

研究了由随机噪声反射布朗运动干扰的非线性系统dx(t)=f(x)(t)dt的随机稳定化,建立了受干扰系统的几乎必然指数稳定性判定性定理并估计了相应的样本Lyapunov指数。

In this paper,the stochastic stabilization of an unstable nonlinear system dx（t）=f（x）（t）dt driven by a reflecting Brownian motion is investigated,some conditions under which the perturbed system is almost surely exponentially stable and deterministic are found and the corresponding Lyapunov exponent is estimated.