随机微分方程的全局渐近稳定性

Golbal Stochastic Asymptotic Stability of Stochastic Differential Equations

讨论了 Ito型随机微分方程的解过程关于集 {‖ x‖ <ε}的常返性 ,并得到了方程的平凡解的全局渐进稳定性新的判据 ,从而推广了胡宣达的相应结果 .

Conditions of U 1{‖x‖<ε} \|often return of solution of stochastic differential equations are discussed,sufficient conditions of the global stochastic asymptotic stability are given. Our results extend and improve the results that we had.