随机受扰确定性系统的稳定性  

Stability of the Deterministic Differential System under Random Perturbation

作　　者：张艳[1] 王晓静[1] 代西武[1] 

机构地区：[1]北京建筑工程学院基础科学部,北京100044

出　　处：《北京建筑工程学院学报》2007年第2期68-71,共4页Journal of Beijing Institute of Civil Engineering and Architecture

摘　　要：利用Lyapunov函数方法,把研究随机微分系统的稳定性问题转化为研究确定性微分系统在随机扰动下的稳定性问题.建立了几种随机受扰确定性系统稳定性的一系列判别准则.这种判别准则的条件更为宽松,比传统的判别方法具有更广泛的应用性.Some sufficient conditions for the stability of differential system are obtained by using the Lyapunov function method, The stochastic differential equation is regarded as a deterministic system under the little random perturbation. The results of the paper generalize and improve some previous results, and have further wider application in practice.

关 键 词：随机扰动 LYAPUNOV函数 稳定性 

分 类 号：O211.63[理学—概率论与数理统计]