随机系统均方稳定性的一个注记

A Note on the Mean Square Stability of Stochastic Systems

  • 摘要: 本文研究随机定常系统dx=Fxdt+GxdW的稳定性,给出了该方程均方稳定性的几个充分必要条件,最后给出了所得结果的两个应用.

     

    Abstract: In this paper, we study the mean squre stability of stochastic constt system dx=Fxdt+GxdW, some sufficient and necessary conditions for this system to be mean square stable are given, two application of obtained theorems are also presented.

     

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