摘要
用概率距离定义了随机微分方程平衡解的随机稳定性，进而用Markov耦合研究了平均稳定性．
The equilibrium solutions of a stochastic differential equation are defined by probability metrics. Moreover, the mean stability of a stochastic differential equation is investigated by Markov coupling.
出处
《北京师范大学学报（自然科学版）》
CAS
CSCD
北大核心
1999年第3期320-322,共3页
Journal of Beijing Normal University(Natural Science)
基金
国家自然科学基金!19771008
关键词
随机微分方程
平均稳定性
概率距离
耦合法
Markov coupling
stochastic differential equations
mean stability
