随机差分方程的比较定理(英)

华东师范大学学报(自然科学版) ›› 2008, Vol. 2008 ›› Issue (3): 59-66.

随机差分方程的比较定理(英)

王婷¹, 郭小林², 杨生武³

1. 华东师范大学统计系, 上海 200062; 2. 安徽财经大学信息工程学院, 安徽蚌埠 233041; 3. 蚌埠坦克学院, 安徽蚌埠 233013

收稿日期:2007-04-24 修回日期:2007-08-23 出版日期:2008-05-25 发布日期:2008-05-25
通讯作者: 王婷

Comparison theorems of stochastic difference equations(English)

WANG Ting¹, GUO Xiao-lin², YANG Sheng-wu³

1. Department of Statistics, East China Normal University, Shanghai 200062, China; 2. School of Information Technology, Anhui University of Finance andEconomics, Bengbu Anhui 233041, China3. Bengbu Tank Institute, Bengbu Anhui 233013, China

Received:2007-04-24 Revised:2007-08-23 Online:2008-05-25 Published:2008-05-25
Contact: WANG Ting

摘要/Abstract

摘要： 研究一类由随机序列驱动的非线性随机差分方程; 给出了该类方程的两个比较定理; 并作为比较定理的应用, 给出了随机差分方程的解的p-阶矩稳定和p-阶矩有界的判别条件.

关键词: 随机差分方程, 比较定理, p-阶矩稳定性, p-阶矩有界性, 随机差分方程, 比较定理, p-阶矩稳定性, p-阶矩有界性

Abstract:

This paper studied a kind of nonlinear stochastic difference equations, whose randomness is driven by a stochastic series. Two comparison theorems were obtained. At last, p-moment stability and p-moment boundedness of solutions to stochastic difference equations were presented as applications of obtained comparison theorems.

Key words: comparison theorem, p-moment stability, p-moment boundedness, stochastic difference equation, comparison theorem, p-moment stability, p-moment boundedness

中图分类号:

O175.7

王婷;郭小林;杨生武. 随机差分方程的比较定理(英)[J]. 华东师范大学学报(自然科学版), 2008, 2008(3): 59-66.

WANG Ting;GUO Xiao-lin;YANG Sheng-wu. Comparison theorems of stochastic difference equations(English)[J]. Journal of East China Normal University(Natural Sc, 2008, 2008(3): 59-66.