南京信息工程大学学报2017，Vol.9Issue(3)：237-245,9.DOI:10.13878/j.cnki.jnuist.2017.03.002
奇异It(o)随机系统几个重要基础问题的研究进展
Research advances of several important and basic problems for singular It(o) stochastic systems
摘要
Abstract
In recent years,singular stochastic systems governed by the It(o) stochastic differential equation have received much attention due to their extensive applications to some practical areas.However,it is very complicated to discuss singular stochastic systems since the system equation includes both the singular matrix and the diffusion matrix simultaneously.In this paper,research development of several important and basic problems for singular It(o) stochastic systems are concluded,including mainly the existence condition for the solution to the system equation,the general It(o) formula,the definition of admissibility and the issue of stability.Also,some research perspectives are given for results of different references.Finally,some prospects to the unresolved problems are presented.关键词
奇异It(o)随机系统/解的存在条件/广义It(o)公式/容许性/稳定性Key words
singular It(o) stochastic systems/existence of the solution/generalized It(o) formula/admissibility/stability分类
信息技术与安全科学引用本文复制引用
赵勇,张维海..奇异It(o)随机系统几个重要基础问题的研究进展[J].南京信息工程大学学报,2017,9(3):237-245,9.基金项目
国家自然科学基金(61573227) （61573227）
