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| STATIONARY SOLUTION FOR A STOCHASTIC LIENARD EQUATION WITH MARKOVIAN SWITCHING | |
| 摘 要： | |
| 关 键 词： | 稳定解 连续性 舍位偶合 线性随机函数 马尔可夫链 |
| 收稿时间： | 25 December 2001 |
STATIONARY SOLUTION FOR A STOCHASTIC LIÉNARD EQUATION WITH MARKOVIAN SWITCHING |
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| Institution: | 1. School of Science, Changchun University, Changchun 130022, China;2. Jilin Provincial Key Laboratory of Human Health Status Identification and Function Enhancement (Changchun University), Changchun 130022, China;3. College of Science, China University of Petroleum(East China), Qingdao 266580, China;4. Nonlinear Analysis and Applied Mathematics(NAAM)-Research Group, King Abdulaziz University, Jeddah, Saudi Arabia |
| Abstract: | This paper considers a stochastic Liénard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition. |
| Keywords: | Coupling truncation feller continuity stationary solution 60J60 34F05 |
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