| Markov调制的随机系统平稳分布的存在与唯一性(英文) |
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| 引用本文： | 徐立峰.Markov调制的随机系统平稳分布的存在与唯一性(英文)[J].数学杂志,2012,32(1):65-73. |
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| 作者姓名： | 徐立峰 |
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| 作者单位： | 湖北师范学院数学与统计学院,湖北黄石,435002 |
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| 基金项目： | Supported by Foundation of Education Ministry(209078) |
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| 摘 要： | 本文讨论Markov调制的随机系统平稳分布的存在与唯一性. 利用Lyapunov方法与耦合方法得到这类系统存在唯一平稳分布的一些充分条件, 这些条件易于验证具可操作性.
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| 关 键 词： | Markov链 随机微分方程 平稳分布 Lyapunov方法 耦合 |
ON THE EXISTENCE AND UNIQUENESS OF STATIONARY DISTRIBUTION OF STOCHASTIC SYSTEMS WITH MARKOVIAN SWITCHING |
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| XU Li-feng.ON THE EXISTENCE AND UNIQUENESS OF STATIONARY DISTRIBUTION OF STOCHASTIC SYSTEMS WITH MARKOVIAN SWITCHING[J].Journal of Mathematics,2012,32(1):65-73. |
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| Authors: | XU Li-feng |
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| Institution: | XU Li-feng(School of Math.and Statistics,Hubei Normal University,Huangshi 435002,China) |
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| Abstract: | This paper deals with the existence and uniqueness of stationary distribution of stochastic systems with Markovian switching.By using Lyapunov method and the coupling technique some sufficient conditions for the existence and uniqueness of stationary distribution of these systems are obtained.These conditions are easy to check usually. |
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| Keywords: | Markov chain stochastic differential equation stationary distribution Lyapunov method coupling |
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