郑州大学学报（理学版）2015，Vol.47Issue(2)：20-23,4.DOI:10.3969/j.issn.1671-6841.2015.02.004
一维非线性随机微分方程的随机指数稳定性
The Exponential Stability of a Clas s of 1-dimensional Nonlinear Stochastic Differential Equations
闫振海 1刘再明 1王帅鸽 2杨文静 2马志敏2
作者信息
- 1. 中南大学数学与统计学院 湖南长沙410000
- 2. 郑州大学数学与统计学院 河南郑州450001
- 折叠
摘要
Abstract
A class of 1-dimensional stochastic differential equations were transformed to ordinary differen-tial equations with random parameters, and some sufficient conditions for their exponential stability were given.关键词
Ito公式/指数稳定性/随机微分方程Key words
Ito formula/exponential stability/stochastic differential equation分类
数理科学引用本文复制引用
闫振海,刘再明,王帅鸽,杨文静,马志敏..一维非线性随机微分方程的随机指数稳定性[J].郑州大学学报（理学版）,2015,47(2):20-23,4.
