| 半鞅流的Lyapunov指数 |
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| 引用本文： | 张友极.半鞅流的Lyapunov指数[J].武汉理工大学学报,1995(1). |
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| 作者姓名： | 张友极 |
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| 作者单位： | 武汉工业大学数学物理系 |
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| 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。
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| 关 键 词： | 半鞅 局部特征 Ito公式 几乎必然Lyapunov指数 半鞅流 |
Lyapunov Exponewts of Semimartingle Flows |
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| Zhang Youji.Lyapunov Exponewts of Semimartingle Flows[J].Journal of Wuhan University of Technology,1995(1). |
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| Authors: | Zhang Youji |
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| Abstract: | This paper making use of stochastic Lyapundv functions and the exponential martingale inequality, resume4],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. |
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| Keywords: | semimartingale local characteristic semimartingale flows Ito's frmula almost sure Lyapunov exponent |
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