摘要
研究Ito随机微分系统的随机不稳定性。对Has’minskii的随机不稳定性基本定理的条件作了明显改进,进一步建立了关于q-不稳定性的比较准则。同时还对q-不稳定性判定定理的条件加以减弱使其应用更加方便。
the stochastic instability of Ito's stochastic differential systems isstudied. The Has'minskii theorem on stochastic instability is obviously improved. The comparison criterion of q-instability is established. Furthermore, the q-instability theorem is developed by means of the sufficient conditions reduced such that suited to applications.
出处
《北京科技大学学报》
EI
CAS
CSCD
北大核心
1992年第1期107-112,共6页
Journal of University of Science and Technology Beijing
关键词
随机不稳定性
q-不稳定性
微分方程
Ito's stochastic differential equations, stochastic instability, q-instability, method of Lyapunov functions, comparison theorem of stopping processes.