吉林大学学报(理学版)2017,Vol.55Issue(5):1187-1191,5.DOI:10.13413/j.cnki.jdxblxb.2017.05.28
分数阶Brown运动驱动下随机Volterra-Levin方程分布的稳定性
Stability in Distribution of Stochastic Volterra-Levin Equations Driven by Fractional Brownian Motion
摘要
Abstract
We studied stochastic Volterra-Levin equations driven by fractional Brownian motion.Aiming at the problem that the stability in probability and the exponential stability were sometimes too strong in some cases,we discussed a kind of weaker stability:the stability in distribution,and obtained the stability conditions in distribution of the segment process of the solutions.关键词
随机Volterra-Levin方程/分数阶Brown运动/分布稳定性Key words
stochastic Volterra-Levin equation/fractional Brownian motion/stability in distribution分类
数理科学引用本文复制引用
贾秀利,关丽红..分数阶Brown运动驱动下随机Volterra-Levin方程分布的稳定性[J].吉林大学学报(理学版),2017,55(5):1187-1191,5.基金项目
吉林省教育厅“十三五”科学技术研究项目(批准号:2014-LY-4-08-L09). (批准号:2014-LY-4-08-L09)