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

页码：381 / 386

页数：6

共 50 条

[31] A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
Lin, Qian
Wu, Zhen
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 27 (02): : 223 - 232
[32] The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations
Mohammed, Salah-Eldin A.
Zhang, Tusheng
Zhao, Huaizhong
MEMOIRS OF THE AMERICAN MATHEMATICAL SOCIETY, 2008, 196 (917) : 1 - +
[33] ON ONE GENERALIZATION OF THE MILTSHTEIN THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS
Shevchenko, Georgii
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2008, 78 : 175 - 183
[34] Limit Theorem for Countable Systems of Stochastic Differential Equations
A. Yu. Pylypenko
M. V. Tantsyura
Ukrainian Mathematical Journal, 2017, 68 : 1591 - 1619
[35] A uniqueness theorem for the solution of Backward Stochastic Differential Equations
Jia, Guangyan
COMPTES RENDUS MATHEMATIQUE, 2008, 346 (7-8) : 439 - 444
[36] On a Theorem by AS Cherny for Semilinear Stochastic Partial Differential Equations
Criens, David
Ritter, Moritz
JOURNAL OF THEORETICAL PROBABILITY, 2022, 35 (03) : 2052 - 2067
[37] Comparison Theorem for Stochastic Functional Differential Equations and Applications
Bai, Xiaoming
Jiang, Jifa
JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS, 2017, 29 (01) : 1 - 24
[38] BARBASHIN-KRASOVSKII THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS
Ignatyev, Oleksiy
Mandrekar, V.
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2010, 138 (11) : 4123 - 4128
[39] Support Theorem for Stochastic Differential Equations with Sobolev Coefficients
Jie Ren
Jie Xu
Potential Analysis, 2019, 51 : 333 - 360
[40] A GENERAL COMPARISON THEOREM FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
Cohen, Samuel N.
Elliott, Robert J.
Pearce, Charles E. M.
ADVANCES IN APPLIED PROBABILITY, 2010, 42 (03) : 878 - 898

← 1 2 3 4 5 →