带泊松跳马尔可夫调制随机微分方程的渐近稳定性

  • 赵桂华 ,
  • 王黎明
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  • 1.江苏科技大学数理学院,江苏镇江,212003; 2.哈尔滨工业大学数学系,山东威海,264209

网络出版日期: 2011-11-25

基金资助

国家自然科学基金资助项目,江苏科技大学博士启动基金资助项目

Asymptotical Stability of Stochastic Differential Equations With Poisson Jump and Markov Switching

  • ZHAO Gui-hua ,
  • WANG Li-ming
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Online published: 2011-11-25

摘要

对带泊松跳马尔可夫调制随机微分方程的渐近稳定性进行了研究.通过对解析解的分析,给出了方程解析解渐近稳定的充分条件.

本文引用格式

赵桂华 , 王黎明 . 带泊松跳马尔可夫调制随机微分方程的渐近稳定性[J]. 河北大学学报(自然科学版), 2011 , 31(6) : 578 -580 . DOI: 10.3969/j.issn.1000-1565.2011.06.004

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