| LaSalle''''s Theorem for Stochastic Differential Equations |
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| 引用本文： | 黄庆道,田萍,王国明. LaSalle''''s Theorem for Stochastic Differential Equations[J]. 东北数学, 2003, 0(4) |
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| 作者姓名： | 黄庆道 田萍 王国明 |
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| 作者单位： | College of Mathematics，Jilin University，Changchun，130012，College of Commerce，Jilin University，Changchun，130012，College of Mathematics，Jilin University，Changchun，130012 |
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| 基金项目： | Foundation item: The project supported partially by Fund of Post-doctor of China. |
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| 摘 要： | In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work.
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LaSalle''''s Theorem for Stochastic Differential Equations |
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| HUANG Qingdao. LaSalle''''s Theorem for Stochastic Differential Equations[J]. Northeastern Mathematical Journal, 2003, 0(4) |
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| Authors: | HUANG Qingdao |
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| Abstract: | In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work. |
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| Keywords: | LaSalle's theorem Lyapunov function Ito's formula |
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