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Stability of stochastic differential equation with linear fractal noise
  • ISSN号：1673-3452
  • 期刊名称：Frontiers of Mathematics in China
  • 时间：2014
  • 页码：1-12
  • 分类：O211.63[理学—概率论与数理统计;理学—数学] TP183[自动化与计算机技术—控制科学与工程;自动化与计算机技术—控制理论与控制工程]
  • 作者机构：School of Mathematics and Statistics, Huazhong University of Science and Technology,Wuhan 430074, China
  • 相关基金：Acknowledgements This work was supported in part by the National Natural Science Foundation of China （Grant Nos. 11271294, 11171122）.
  • 相关项目：向量值分式白噪声泛函
作者： Junjun Liao|Xiangjun Wang|
关键词： 倒向随机微分方程, 指数稳定性, 分形噪声, 线性, 解的存在性, 估计, Fractional Brownian motion （FBM）, stochastic differential equation （SDE）, exponential p-stability, λ-exponential p-stability
中文摘要：

Corresponding author： Xiangjun WANG, E-mail： xjwang@mail.hust.edu.cn

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期刊信息
  • 《中国数学前沿：英文版》
  • 主管单位:中华人民共和国教育部
  • 主办单位:高等教育出版社
  • 主编：张恭庆
  • 地址：北京市朝阳区惠新东街4号富盛大厦15层
  • 邮编：100029
  • 邮箱：
  • 电话：010-58556485
  • 国际标准刊号：ISSN：1673-3452
  • 国内统一刊号：ISSN：11-5739/O1
  • 邮发代号:80-964
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国剑桥科学文摘,美国科学引文索引（扩展库）
  • 被引量:10