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  • 标题:Mean square Hyers-Ulam stability of stochastic differential equations driven by Brownian motion
  • 本地全文:下载
  • 作者:Xiangkui Zhao
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2016
  • 卷号:2016
  • 期号:1
  • 页码:271
  • DOI:10.1186/s13662-016-1002-4
  • 语种:English
  • 出版社:Hindawi Publishing Corporation
  • 摘要:In this paper, the Hyers-Ulam stability for a class of first order stochastic differential equations is studied by using the Ito formula. Furthermore, the research results are applied to a class of second order stochastic differential equations with constant coefficients by the substitution method. In the end, the Hyers-Ulam stability of general second order stochastic differential equations is considered by the solutions of two deterministic second order differential equation boundary value problems.
  • 关键词:Hyers-Ulam stability ; stochastic differential equations ; Brownian motion ; substitution method
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