Almost sure asymptotic bounds for a class of stochastic differential equations
Almost sure asymptotic bounds for a class of stochastic differential equations
复制标题
DOI：
10.1080/17442509208833794
复制
发表时间：
1992-10
期刊：
影响因子：
--
通讯作者：
X. Mao
中科院分区：
文献类型：
--
作者：
X. Mao
在各种假设下，几乎必然得到了Ito方程解的渐近上界。然后将所介绍的方法推广到处理更一般的由非线性积分器驱动的随机微分方程解的情形，并借助Lyapunov函数研究了解的上界。
Almost surely asymptotically upper bound for solutions of Ito's equations are obtained under various hypotheses. The methods introduced are then extended to treat much more general stochastic differential equations driven by nonlinear integrators and the upper bounds for these solutions are also investigated with help of Lyapunov functions.