摘要
借助随机线性系统的Cauchy矩阵解及其截断矩阵解 ,通过引进随机线性系统左截Cauchy矩阵解和右截Cauchy矩阵解 ,并运用测度的单调性与连续性 ,讨论了线性It^o随机系统部分变元的依概率强稳定性 ,得出了该系统只依赖于左截Cauchy矩阵解的有界性和右截Cauchy矩阵解的渐近性的各种依概率强稳定、强一致稳定、强渐近稳定、强一致渐近稳定的等价关系 .
Solutions of left and right interceptive Cauchy matrices were introduced by using Cauchy matrices solutions and solutions of interceptive Cauchy matrices. Based on these matrices solutions and the monotonicity and continuity of measurement,the strong stability of probability of partial variables in It stochastic linear system were discussed and some equivalent criteria for strong stability of partial variables in the systems were obtained. They depended on the boundedness of solutions of the left interceptive Cauchy matrices and asymptotic properties of solutions of the right interceptive Cauchy matrices,including strong stability,strong uniform stability,strong asymptotic stability,strong uniformly asymptotic stability.
出处
《华中科技大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2004年第4期68-70,共3页
Journal of Huazhong University of Science and Technology(Natural Science Edition)
基金
国家自然科学基金资助项目 (No.6 0 2 74 0 0 7
No.6 0 0 74 0 0 8)
高等学校博士学科专项基金资助项目 (2 0 0 10 4 870 0 5 )
关键词
Ito随机微分方程
部分变元
依概率强稳定
Cauchy矩阵解
测度的单调性与连续性
It^o stochastic differential equations
partial variable
strong stability probability
Cauchy matrix solution
monotonicity and continuity measure
