分数阶Brown运动驱动下随机VolterraLevin方程分布的稳定性

吉林大学学报(理学版)

分数阶Brown运动驱动下随机VolterraLevin方程分布的稳定性

贾秀利¹, 关丽红²

1. 吉林工商学院基础部, 长春 130507; 2. 长春大学理学院, 长春 130022

收稿日期:2017-03-13 出版日期:2017-09-26 发布日期:2017-09-26
通讯作者: 贾秀利 E-mail:jiaxiaoyi888@126.com

Stability in Distribution of Stochastic VolterraLevinEquations Driven by Fractional Brownian Motion

JIA Xiuli¹, GUAN Lihong²

1. Department of Basic, Jilin Business and Technology College, Changchun 130507, China;2. College of Science, Changchun University, Changchun 130022, China

Received:2017-03-13 Online:2017-09-26 Published:2017-09-26
Contact: JIA Xiuli E-mail:jiaxiaoyi888@126.com

摘要/Abstract

摘要： 用弱收敛方法研究分数阶Brown运动驱动下的随机Volterra-Levin方程, 针对证明概率1意义下的稳定性和指数稳定性条件要求较强的问题, 讨论一种更弱的稳定性: 分布稳定性, 得到了解部分过程的分布稳定性条件.

关键词: 分布稳定性, 随机VolterraLevin方程, 分数阶Brown运动

Abstract: We studied stochastic Volterra-Levin equations driven by fractional Brownian motion. Aiming at the problem that the stability in probability and the exponential stability were sometimes too strong in some cases, we discussed a kind of weaker stability: the stability in distribution, and obtained the stability conditions in distribution of the segment process of the solutions.

Key words: fractional Brownian motion, stochastic VolterraLevin equation, stability in distribution

中图分类号:

O211.63

贾秀利, 关丽红. 分数阶Brown运动驱动下随机VolterraLevin方程分布的稳定性[J]. 吉林大学学报(理学版), 2017, 55(05): 1187-1191.

JIA Xiuli, GUAN Lihong. Stability in Distribution of Stochastic VolterraLevinEquations Driven by Fractional Brownian Motion[J]. Journal of Jilin University Science Edition, 2017, 55(05): 1187-1191.