| 线性连续半鞅随机微分方程的稳定性 |
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| 引用本文： | 张友极.线性连续半鞅随机微分方程的稳定性[J].广西工学院学报,1996,7(2):1-4. |
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| 作者姓名： | 张友极 |
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| 作者单位： | 广西工学院基础部 |
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| 摘 要： | 本文研究线性连续绊鞅随机微分方程解的性质，得到解是指数ｐ稳定的一个充分条件，推广了（１）中的相应结果。
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| 关 键 词： | 连续半鞅 局部特征 稳定性 随机微分方程 |
Stability of Linear Continuous Semimartingale Stochastic Differential Equations |
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| Zhang Youji.Stability of Linear Continuous Semimartingale Stochastic Differential Equations[J].Journal of Guangxi University of Technology,1996,7(2):1-4. |
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| Authors: | Zhang Youji |
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| Affiliation: | Department of Basic Science of Guangxi Institute of Technologh Liuzhou 545005 |
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| Abstract: | In this paper, we discuss property of the solution of a linear continuous semimartingale stochastic differential equation, obtain condition of exponential stability of solution, and generalize some results in 1] |
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| Keywords: | Continuous semimartingale Local characteristic Ito 's formula Exponential stability |
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