STOCHASTIC CENTER OF SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS ON THE PLANE

被引：0

作者：

Chen, Guoting ^{[1
]}

Liu, Changjian ^{[2
]}

机构：

[1] Univ Lille 1, Lab Paul Painleve, UFR Math, F-59655 Villeneuve Dascq, France

[2] Soochow Univ, Sch Math, Suzhou 215006, Peoples R China

来源：

JOURNAL OF APPLIED ANALYSIS AND COMPUTATION | 2017年 / 7卷 / 01期

关键词：

Center conditions; stochastic differential equations; NUMERICAL-SIMULATION; QUADRATIC SYSTEMS; STABILITY;

D O I：

10.11948/2017005

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study a stochastic analogy of the famous center problem of Dulac for quadratic differential equations in the plane. We introduce the concept of center for systems of stochastic differential equations of Ito's type on the plane, called stochastic center. We derive a criterion for the existence of such a center. We apply it to obtain necessary and sufficient conditions for quadratic stochastic differential equations in dimension 2.

引用

页码：67 / 78

页数：12

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