On Stochastic Instability and the Theorem of q-instability

Qin Mingda

doi:10.13374/j.issn1001-053x.1992.01.034

Volume 14 Issue 1

Oct. 2021

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Qin Mingda. On Stochastic Instability and the Theorem of q-instability[J]. Chinese Journal of Engineering, 1992, 14(1): 107-113. doi: 10.13374/j.issn1001-053x.1992.01.034

Citation:

Qin Mingda. On Stochastic Instability and the Theorem of q-instability[J]. Chinese Journal of Engineering, 1992, 14(1): 107-113. doi: 10.13374/j.issn1001-053x.1992.01.034

Qin Mingda. On Stochastic Instability and the Theorem of q-instability[J]. Chinese Journal of Engineering, 1992, 14(1): 107-113. doi: 10.13374/j.issn1001-053x.1992.01.034

Citation:

Qin Mingda. On Stochastic Instability and the Theorem of q-instability[J]. Chinese Journal of Engineering, 1992, 14(1): 107-113. doi: 10.13374/j.issn1001-053x.1992.01.034

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On Stochastic Instability and the Theorem of q-instability

doi: 10.13374/j.issn1001-053x.1992.01.034

Qin Mingda

Department of Mathematics and Mechanics

Received Date: 1990-05-28
Available Online: 2021-10-16

Abstract

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.
- Ito’s stochastic differential equations,
- stochastic instability,
- q-instability,
- method of Lyapunov functions,
- comparison theorem of stopping processes