关于随机不稳定性和q-不稳定性定理

On Stochastic Instability and the Theorem of q-instability

摘要: 研究Ito随机微分系统的随机不稳定性。对Has’minskii的随机不稳定性基本定理的条件作了明显改进,进一步建立了关于q-不稳定性的比较准则。同时还对q-不稳定性判定定理的条件加以减弱使其应用更加方便。

Abstract: the stochastic instability of Ito's stochastic differential systems isstudied. The Has'minskii theorem on stochastic instability is obviously improved. The comparison criterion of q-instability is established. Furthermore, the q-instability theorem is developed by means of the sufficient conditions reduced such that suited to applications.