THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE—TIME NONLINEAR STOCHASTIC SYSTEMS  

作　　者：胡良剑 

出　　处：《Journal of China Textile University(English Edition)》1996年第1期80-88,共9页

摘　　要：In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective sufficient conditions in terms of Lyapunov functions are derived for the systems linear in noise.In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective sufficient conditions in terms of Lyapunov functions are derived for the systems linear in noise.

关 键 词：semi-compact PERIODIC STOCHASTIC process STOCHASTIC DIFFERENCE equation TIGHTNESS transition PROBABILITY 

分 类 号：O211.6[理学—概率论与数理统计]