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
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