LaSalle's Theorem for Stochastic Differential Equations

被引：0
|
作者：
黄庆道
田萍
王国明
机构：
[1] Changchun
[2] College of Commerce
[3] College of Mathematics
[4] Jilin University
来源：
Communications in Mathematical Research | 2003年 / 04期
关键词：
LaSalle’s theorem; Lyapunov function; Ito’s formula;
D O I：
10.13447/j.1674-5647.2003.04.016
中图分类号：
O175 [微分方程、积分方程];
学科分类号：
070104 ;
摘要：
In this paper, we establish a the LaSalle’s theorem for stochastic differential equation based on Li’s work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao’s work.
引用
收藏
页码：381 / 386
页数：6
相关论文
共 50 条
  • [1] The LaSalle theorem for the stochastic difference equations
    Lin, Xiangyun
    Zhang, Weihai
    2014 33RD CHINESE CONTROL CONFERENCE (CCC), 2014, : 5300 - 5305
  • [2] The LaSalle-type theorem for stochastic differential delay equations with Markovian switching
    Shen, Y
    Jiang, MH
    Liao, XX
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, 2006, 13 : 1254 - 1262
  • [3] The LaSalle theorem for coupled systems of differential equations
    Feng, Jiqiang
    Lai, Guixiang
    Qin, Sitian
    Xu, Zheng
    2017 SEVENTH INTERNATIONAL CONFERENCE ON INFORMATION SCIENCE AND TECHNOLOGY (ICIST2017), 2017, : 359 - 363
  • [4] THE LASALLE-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY
    Wu, Fuke
    Hu, Shigeng
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2012, 32 (03) : 1065 - 1094
  • [5] LaSalle-type theorem for neutral stochastic functional differential equations with Markovian switching
    Wang Tong
    Ding Yongsheng
    Zhang Lei
    PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE, 2012, : 117 - 122
  • [6] A new LaSalle-type theorem for stochastic differential delay equations of neutral type
    Dai, Weixing
    Hu, Shigeng
    STOCHASTICS AND DYNAMICS, 2007, 7 (04) : 459 - 478
  • [7] Stochastic versions of the LaSalle theorem
    Mao, XR
    JOURNAL OF DIFFERENTIAL EQUATIONS, 1999, 153 (01) : 175 - 195
  • [8] HORMANDER'S THEOREM FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
    Krylov, N. V.
    ST PETERSBURG MATHEMATICAL JOURNAL, 2016, 27 (03) : 461 - 479
  • [9] LaSalle-type theorems for stochastic differential delay equations
    Mao, XR
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1999, 236 (02) : 350 - 369
  • [10] The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations
    Li, Xiaoyue
    Mao, Xuerong
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2012, 30 (04) : 568 - 589
12345