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THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE—TIME NONLINEAR STOCHASTIC SYSTEMS
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作者 胡良剑 《Journal of China Textile University(English Edition)》 EI CAS 1996年第1期80-88,共9页
In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective suffi... In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective sufficient conditions in terms of Lyapunov functions are derived for the systems linear in noise. 展开更多
关键词 semi-compact PERIODIC STOCHASTIC process STOCHASTIC DIFFERENCE equation TIGHTNESS transition PROBABILITY
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