STABILITY OF SOME KIND OF STOCHASTIC DIFFERENTIAL EQUATION

被引：0
|
作者：
Wei Liu (Dept.of Math.
机构：
来源：
Annals of Applied Mathematics | 2011年 / 04期
关键词：
stochastic differential equation; almost surely exponentially stable; noise intensity function;
D O I：
暂无
中图分类号：
O211.63 [随机微分方程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper,a kind of stochastic differential equation is investigated and the almost sure exponential stability of the equation is obtained using Gronwall’s inequality.Further,we also give other noise intensity function to keep the stability of the system.
引用
收藏
页码：460 / 462
页数：3
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