共查询到20条相似文献,搜索用时 78 毫秒
1.
2.
随机康托集的概率性质 总被引:2,自引:2,他引:0
本文讨论了两类随机康托集。关于一类随机康托集,证明它们相交等价于稳定从属过程;关于另一类随机康托集,该文证明了由它们产生的随机过程的密度函数与稳定从属过程的密度函数有很大的相似性。 相似文献
3.
本文主要是研究了具有时滞随机复合系统的反馈律和全局稳定,及其所需要的充分条件.主要的方法是:引入一个测度函数u,使得关于ξ的随机系统稳定,再通过附加条件,从而达到整个复合系统的稳定. 相似文献
4.
给出了一类中立型随机泛函方程的随机一致稳定性的充分条件,利用了新的分析技巧处理中立型时滞项,得到了中立型随机时滞泛函微分方程渐近稳定性的充分判据.在处理各种渐近估计是有效的. 相似文献
5.
基于对具接种的确定性SIQR流行病模型的研究,我们引进了随机扰动,建立随机SIQR流行病模型.通过构造Lyapunov函数,运用Ito公式,得到了随机系统的无病平衡点和地方病平衡点随机渐近稳定的充分条件.进一步猜想当随机扰动的强度较大时,平衡点的稳定性将会被破坏.最后,利用数值仿真验证了所得结论及猜想的正确性. 相似文献
6.
本文用Lyapunov函数技巧对非线性无界延迟随机微分方程建立整体解的存在唯一性定理.利用半鞅收敛定理,研究零解的一般衰减速度的随机稳定性并给出判定定理. 相似文献
7.
8.
9.
10.
11.
变系数Euler-Bernoulli梁振动发展系统的存在性 总被引:1,自引:0,他引:1
讨论变系数Euler-Bernoulli梁振动系统{uu(x,t) η(t)uxxxx(x,t)=0,0<x<1,0≤t≤T u(0,t)=ux(0,t)=0,0≤t≤t -uxxx(1,t) muu(1,t)=-αu1(1,t) βuxxx(1,t),0≤t≤T uxt(1,t) =-γuxx(1,t),0≤t≤t u(x,0)=u1(x),u1(x,0),0≤x≤1证明了该系统产生一个发展系统. 相似文献
12.
1MainResultsConsidersystem11~.x f(x)x' g(x)~0(1)wheref(x)islocallyintegrable,g(x)isdifferentiablealldg(0)=0.Theroem1Thezerosolutionofsystem(1)isuniformlyasymptoticallystableifbyequivalenttransf'Ormu=xov=X' F(x).DefineW[t,(uif\v)]j6ug(s)ds Iv',thenwisaposi… 相似文献
13.
14.
Litan Yan 《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(1-2):47-56
Let X =( X t ) t S 0 be a continuous semimartingale given by d X t = f ( t ) w ( X t )d d M ¢ t + f ( t ) σ ( X t )d M t , X 0 =0, where M =( M t , F t ) t S 0 is a continuous local martingale starting at zero with quadratic variation d M ¢ and f ( t ) is a positive, bounded continuous function on [0, X ), and w , σ both are continuous on R and σ ( x )>0 if x p 0. Denote X 𝜏 * =sup 0 h t h 𝜏 | X t | and J t = Z 0 t f ( s ) } ( X s )d d M ¢ s ( t S 0) for a nonnegative continuous function } . If w ( x ) h 0 ( x S 0) and K 1 | x | n σ 2 ( x ) h | w ( x )| h K 2 | x | n σ 2 ( x ) ( x ] R , n >0) with two fixed constants K 2 S K 1 >0, then under suitable conditions for } we show that the maximal inequalities c p , n log 1 n +1 (1+ J 𝜏 ) p h Á X 𝜏 * Á p h C p , n log 1 n +1 (1+ J 𝜏 ) p (0< p < n +1) hold for all stopping times 𝜏 . 相似文献
15.
《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(3-4):171-191
We give sufficient conditions for a family Z, e > 0 of continuous finite variation processes to converge weakly to a diffusion process Z. Then we consider the integral equation dXE(t) = (l)(Xe(t))dZE{t) and the stochastic equation dX{i) = (j)(X{t))dZ{t) and denote by X(t,x,w respectively X{t,x,(jo), the solution starting at x. We prove that PoX~l, e>0 converge weakly to Pol 相似文献
16.
The conditional law of an unobservable component x(t) of a diffusion (x(t),y(t)) given the observations {y(s):s[0,t]} is investigated when x(t) lives on a submanifold
of
. The existence of the conditional density with respect to a given measure on
is shown under fairly general conditions, and the analytical properties of this density are characterized in terms of the Sobolev spaces used in the first part of this series. 相似文献
17.
在不定积分第二积分换元定理的条件中,要求变换x=φ(t)不含有稳定点,即:φ′(t)≠0.当变换x=φ(t)中含有孤立稳定点时,给出了变换中含有孤立稳定点的第二积分换元定理.拓宽了第二积分换元定理的应用范围. 相似文献
18.
In this paper, we consider the Liouville-type theorem for stable solutions of the following Kirchhoff equation ■,where M(t) = a + bt~θ, a 0, b, θ≥ 0, θ = 0 if and only if b = 0. N ≥ 2, q 0 and the nonnegative function g(x) ∈ L_(loc)~1(R~N). Under suitable conditions on g(x), θ and q, we investigate the nonexistence of positive stable solution for this problem. 相似文献
19.
周学良 《数学的实践与认识》2017,(3):151-164
研究具有N策略和负顾客的反馈抢占型M/G/1重试可修排队模型的时间依赖解的渐近行为.当初步服务的失效率函数η(x),主要服务的失效率函数μ(x)和修理时间的失效率函数ψ(x)满足0η≤η(x)≤η∞,0μ≤μ(x)≤μ∞,0ψ≤ψ(x)≤ψ∞并且η(x)是Lipschitz连续函数时,证明模型的时间依赖解指数稳定. 相似文献
20.
We consider the system of ordinary differential equations x = f(x,y), y = g(x,y), where x 2, y , 0 < 1, and f,g C. It is assumed that the equation g = 0 determines two different smooth surfaces y = (x) and y = (x) intersecting generically along a curve l. It is further assumed that the trajectories of the corresponding degenerate system lying on the surface y = (x) are ducks, i.e., as time increases, they intersect the curve l generically and pass from the stable part {y =(x),g'y < 0} of this surface to the unstable part {y =(x),g'y > 0}. We seek a solution of the so-called duck survival problem, i.e., give an answer to the following question: what trajectories from the one-parameter family of duck trajectories for = 0 are the limits as 0 of some trajectories of the original system. 相似文献