具有Markov切换Poisson跳的随机微分方程的均方指数稳定性  

Mean Square Exponential Stability of Stochastic Differential Equations with Markovian Switching and Poisson Jumps

作　　者：王吉平 李光洁 

机构地区：[1]广东外语外贸大学数学与统计学院,广东 广州

出　　处：《理论数学》2021年第7期1276-1280,共5页Pure Mathematics

摘　　要：研究一类带Markov切换Poisson跳的随机微分方程的均方指数稳定性。运用Lyapunov稳定性理论、随机分析以及不等式技巧获得了该方程的平凡解是均方指数稳定性的充分条件。最后,给出一个例子说明所得的结果。This paper investigates the mean square exponential stability of stochastic differential equations with Markovian switching and Poisson jumps. By using Lyapunov stability theory, stochastic anal-ysis and inequality techniques, some sufficient conditions are derived to obtain the mean square exponential stability of the trivial solution. At last, an example is presented to illustrate the ob-tained results.

关 键 词：随机微分方程 均方指数稳定性 Markov切换Poisson跳 LYAPUNOV函数 

分 类 号：O17[理学—数学]