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半鞅流的Lyapunov指数
Lyapunov Exponewts of Semimartingle Flows
【摘要】 本文用随机Lyapunov函数和指数鞅不等式,继续[4]研究由非线性积分驱动的随机微分方程定义的半鞅流的性质,得出流的几乎必然Lyapunov指数的估计式。
【Abstract】 This paper making use of stochastic Lyapundv functions and the exponential martingale inequality, resume[4],study property of the solution of a stochastic diffenrential equation driven by a nonlinear integrtor. We obtain upper estimates for the Lyapunov exponents of the semimartingale flows.
【关键词】 半鞅;
局部特征;
Ito公式;
几乎必然Lyapunov指数;
半鞅流;
【Key words】 semimartingale; local characteristic; semimartingale flows; Ito’s frmula; almost sure Lyapunov exponent;
【Key words】 semimartingale; local characteristic; semimartingale flows; Ito’s frmula; almost sure Lyapunov exponent;
- 【文献出处】 武汉工业大学学报 ,JOURNAL OF WUHAN UNIVERSITY OF TECHNOLOGY , 编辑部邮箱 ,1995年01期
- 【分类号】O211.63
- 【下载频次】20