Stochastically bounded solutions of a nonlinear stochastic differential equations

被引：8

作者：

Luo, Jiaowan ^{[1
]}

机构：

[1] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2006年 / 196卷 / 01期

基金：

中国国家自然科学基金;

关键词：

stochastically bounded solution; stochastic differential equation; exponentially p-stable;

D O I：

10.1016/j.cam.2005.08.023

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Sufficient and necessary conditions for the existence of a stochastically bounded solution of a nonlinear nonhomogeneous stochastic differential equation are found. The stationary and periodic cases are also considered. The results in [OX Il'chenko, Stochastically bounded solutions of a linear homogeneous stochastic differential equation, Theor. Probab. Math. Statist. 68 (2004) 41-48] are generalized. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：87 / 93

页数：7