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一类半鞅随机积分方程的比较定理
On comparison theorems for a kind of integral equations with respect to semimartingaies
【摘要】 [1]中研究了伊藤(It)方程与常数微分方程间的比较律,本文将建立更加一般的关于一类半鞅随机积分方程 Xt=x0+integral from 0 to t (Ψ(z)sds)+integral from 0 to t (F(z)sdMs)与常微分方程的比较律,从而一维情形的伊藤方程与常数分方程间的比较律便成为它的特例。
【Abstract】 In this paper, we are going to study more general comparison laws qctween a kind of integral equations with respecp to contnuous semimartingales (which includes one dimsnsional Ito’s differential equations as a special case) and ordinary differential equations Theorem 1 . Suppose that the conditions ( 3 ) - ( 6 ) hold, then the zero solutionof ( l ) is stochastically stable, if the zero solution of ( 2 ) is stable. Theorem 2 . Suppose that the conditions (3) - (5) hoid, in addtion,(8) the zero solution of ( 2 ) is uniformly stable and E δ1≤0 such that limY(t,0,u0) =0, if u0<δ1, then the zero solntion of ( 1 ) is stochasically and asymptotically stable.In this paper, we also obtained the sufficient conditions of stochastically and glob-lly asymptotically stable.
- 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,1986年01期
- 【被引频次】1
- 【下载频次】66