四川理工学院学报:自然科学版2012,Vol.25Issue(4):81-84,4.
随机微分方程稳定性的两种不动点方法的比较
Comparison of Stability of Stochastic Differential Equations by Two Fixed Points Methods
摘要
Abstract
The exponentially stability in mean square of a kind of linear stochastic integro-differential equation by means of Schauder fixed point method is considered. The exponentially stability in mean square theorem with necessary conditions is proved. Finally, some examples are given to the conclusions and the one by Banach fixed point method. A comparative analy- sis of the main points of articles are drawn : when the stability of stochastic differential equations is studied by the use of fixed point method, the Schauder fixed point method and the Banach fixed point method have their own strengths, which make the fixed point method for stochastic differential equations in the stability study more simple and workable.关键词
Banach不动点/Schauder不动点/全连续/指数均方稳定性/随机积分微分方程Key words
Banach fixed point/Schauder fixed point/completely continuous/the exponentially stability in meansquare/stability/stochastic integro-differential equations分类
数理科学引用本文复制引用
王春生..随机微分方程稳定性的两种不动点方法的比较[J].四川理工学院学报:自然科学版,2012,25(4):81-84,4.基金项目
广州大学华软软件学院科研项目 ()