摘要
研究一类线性随机差分方程解的渐进性态,运用离散的It公式、随机差分比较定理,得到该方程解的随机稳定与不稳定性的充分条件.最后,数值仿真说明所得结论的正确性.
In this paper,asymptotic behavior of a class of linear stochastic difference equation is investigated.Using the discrete Itformula and stochastic difference comparison theorem,we obtain the sufficient conditions for the stochastic stability and instability of this equation.Finally,under a simple condition,the correctness of the conclusion is showed by Matlab.
出处
《数学理论与应用》
2017年第2期24-31,共8页
Mathematical Theory and Applications
基金
湖南省自然科学基金(2016JJ2104)
湖南省研究生科研创新项目(CX2016B436)
