一类随机差分方程解的稳定性分析

数学理论与应用 ›› 2017, Vol. 37 ›› Issue (2): 24-31.

一类随机差分方程解的稳定性分析

葛玲玲, 廖新元, 陈会利, 鲁银霞

南华大学数理学院

出版日期:2017-06-30 发布日期:2020-09-23
基金资助:
湖南省自然科学基金(2016JJ2104);

湖南省研究生科研创新项目(CX2016B436)

Stability Analysis of Solutions for a Class of Stochastic Difference Equations

Ge Lingling, Liao Xinyuan, Chen Huili, Lu Yinxia

School of Mathematics and Physics,University Of South China

Online:2017-06-30 Published:2020-09-23

摘要/Abstract

摘要： 研究一类线性随机差分方程解的渐进性态,运用离散的Itô 公式､随机差分比较定理,得到该方程解的随机稳定与不稳定性的充分条件.最后,数值仿真说明所得结论的正确性.

关键词: 随机差分方程, 离散的It?公式, 解的随机稳定性

Abstract: In this paper,asymptotic behavior of a class of linear stochastic difference equation is investigated.Using the discrete Itô formula and stochastic difference comparison theorem,we obtain the sufficient conditions for the stochastic stability and instability of this equation.Finally,under a simple condition,the correctness of the conclusion is showed by Matlab.

Key words: Stochastic difference equation, The discrete It? formula, Stochastic stability

葛玲玲, 廖新元, 陈会利, 鲁银霞.

一类随机差分方程解的稳定性分析 [J]. 数学理论与应用, 2017, 37(2): 24-31.

Ge Lingling, Liao Xinyuan, Chen Huili, Lu Yinxia.

Stability Analysis of Solutions for a Class of Stochastic Difference Equations [J]. Mathematical Theory and Applications, 2017, 37(2): 24-31.