On Stochastic Instability and the Theorem of q-instability
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摘要: 研究Ito隨機微分系統的隨機不穩定性。對Has’minskii的隨機不穩定性基本定理的條件作了明顯改進,進一步建立了關于q-不穩定性的比較準則。同時還對q-不穩定性判定定理的條件加以減弱使其應用更加方便。
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關鍵詞:
- Ito隨機微分系統 /
- 隨機不穩定性 /
- q-不穩定性 /
- Lyapunov直接法 /
- 停止過程比較定理
Abstract: the stochastic instability of Ito's stochastic differential systems isstudied. The Has'minskii theorem on stochastic instability is obviously improved. The comparison criterion of q-instability is established. Furthermore, the q-instability theorem is developed by means of the sufficient conditions reduced such that suited to applications. -
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