数学杂志2012，Vol.32Issue(1)：65-73,9.
Markov调制的随机系统平稳分布的存在与唯一性
ON THE EXISTENCE AND UNIQUENESS OF STATIONARY DISTRIBUTION OF STOCHASTIC SYSTEMS WITH MARKOVIAN SWITCHING
摘要
Abstract
This paper deals with the existence and uniqueness of stationary distribution of stochastic systems with Markovian switching.By using Lyapunov method and the coupling technique some sufficient conditions for the existence and uniqueness of stationary distribution of these systems are obtained.These conditions are easy to check usually.关键词
Markov链/随机微分方程/平稳分布/Lyapunov方法/耦合Key words
Markov chain/stochastic differential equation/stationary distribution/Lyapunov method/coupling分类
数理科学引用本文复制引用
徐立峰..Markov调制的随机系统平稳分布的存在与唯一性[J].数学杂志,2012,32(1):65-73,9.基金项目
Supported by Foundation of Education Ministry(209078). （209078）
