随机差分方程的比较定理(英文)  

Comparison theorems of stochastic difference equations

作　　者：王婷[1] 郭小林[2] 杨生武[3] 

机构地区：[1]华东师范大学统计与精算学系,上海200062 [2]安徽财经大学信息工程学院,安徽蚌埠233041 [3]蚌埠坦克学院,安徽蚌埠233013

出　　处：《华东师范大学学报（自然科学版）》2008年第3期59-66,共8页Journal of East China Normal University(Natural Science)

摘　　要：研究一类由随机序列驱动的非线性随机差分方程;给出了该类方程的两个比较定理;并作为比较定理的应用,给出了随机差分方程解的p-阶矩稳定和p-阶矩有界的判别条件.This paper studied a kind of nonlinear stochastic difference equations, whose randomness is driven by a stochastic series. Two comparison theorems were obtained. At last, p-moment stability and p-moment boundedness of solutions to stochastic difference equations were presented as applications of the comparison theorems.

关 键 词：随机差分方程 比较定理 p-阶矩稳定性 p-阶矩有界性 

分 类 号：O175.7[理学—数学]