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It(o|^)型倒向随机微分方程的稳定性和不稳定性

Keywords: Ito型倒向随机微分方程,指数p稳定性,几乎必然指数稳定性,q不稳定性

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Abstract:

为了给研究经济问题中产生的倒向随机微分方程的稳定性提供有力的判据,利用Lyapunov函数方法和反上鞅收敛定理,给出了It(?)型倒向随机微分方程的指数p稳定性、几乎必然指数稳定性、q不稳定性等判定定理.

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