马尔可夫调制的随机微分方程的稳定性 |
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引用本文: | 李普红.马尔可夫调制的随机微分方程的稳定性[J].黑龙江科技信息,2007(3S):27-27. |
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作者姓名: | 李普红 |
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作者单位: | 中南大学数学科学与计算技术学院,湖南长沙410075 |
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摘 要: | 在现有文献的基础上,对一类马尔可夫调制的随机微分方程进行了研究,得到了其平凡解2阶均值指数稳定性和几乎必然指数稳定性的充分条件。对现有成果进行了改进。
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关 键 词: | 马尔可夫链 随机微分方程 指数稳定 几乎必然指数稳定 |
Stability of Stochastic Differential Equations with Markovian Switching |
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Abstract: | In tbis paper, we studied a class of stochastic differential equations with Markovian switching. Some sufficient conditions for the 2-th moment exponential stability and almost sure exponential stability are established. Our results improve some existing ones. |
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Keywords: | Markovian chain Stochastic differential equations exponential stability almost sure exponential stability |
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