摘要
利用随机分析学和Lyapunov随机稳定理论,构造参数依赖的Lyapunov函数,以线性矩阵不等式(Linear Matrix Inequalities,LMIs)的形式建立了带Marko链的奇异随机微分方程的随机稳定的充分条件,所得结果丰富并补充了奇异微分方程的相关理论.
Theory of stochastic analysis and Lyapunov stochastic stability is used to establish parameter-dependent Lyapunov functions.The sufficient condition of stochastic stability of singularly stochastic differential equations with Markov chains are obtained by using LMIs(Linear Matrix Inequalities),and the results enrich and supply correlation theory of singularly stochastic differential equations.
作者
王海萍
崔家峰
WANG Hai-ping;CUI Jia-feng(Den Yun College of Sciences&Technology,Suzhou Jiangsu 215300,China;Tianjin University of Science&Technology,Tianjin 300475,China)
出处
《兰州工业学院学报》
2019年第4期83-85,共3页
Journal of Lanzhou Institute of Technology
关键词
奇异随机微分方程
MARKOV链
随机稳定性
singularly stochastic differential equations
Markov chains
stochastic stability
