摘要
半鞅型随机微分方程ｄＸ（ｔ）＝Ｆ（Ｘ（ｔ），ｔ）ｄＨ（ｔ）＋Ｇ（Ｘ（ｔ），ｔ）ｄＭｔ（＊）可看成是确定性系统ｄＸ（ｔ）＝Ｆ（Ｘ（ｔ），ｔ）ｄＨ（ｔ）（＊＊）的随机干扰系统．作者得到方程（＊）解的几乎必然指数稳定的新条件．推论之一是在方程（＊＊）的非指数稳定条件下得到方程（＊）解的几乎必然指数稳定条件．
This paper discusses the stochastic differential equations with respect to semimar tingales d X(t)=F(X(t),t) d H(t)+G(X(t),t) d M t() which could be considered as the random disturbence system of the following equation d X(t)=F(X(t),t) d H(t) .() It gives the new sufficient conditions of the almost exponential stability for the solutions of (). One of its deductions is that the solution of () is almost exponential stable under the condition that the solution of () is not exponential stable everywhere.
出处
《纺织高校基础科学学报》
CAS
1996年第3期243-246,共4页
Basic Sciences Journal of Textile Universities
关键词
半鞅型
随机微分方程
指数稳定性
随机积分
stochastic differential equation on semimartingales, exponential stability, stochastic integrals
