Acta Scientiarum Naturalium Universitatis Pekinensis
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ZHANG Zhixiang
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张志祥
Abstract: The author uses comparison theorem for stochastic differential equations to explore the limit behavior of one-dimentional discontinuous dynamical system with small random perturbations.
Key words: stochastic differential equations, comparison theorem, weak convergence
摘要: 作者利用随机微分方程的比较定理,确定间断动力系统在小随机扰动下的极限分布。
关键词: 随机微分方程, 比较定理, 弱收敛
CLC Number:
O211.63
ZHANG Zhixiang. Limit of Perturbed Discontinuous Dynamical System[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.
张志祥. 扰动间断动力系统的极限[J]. 北京大学学报(自然科学版).
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https://xbna.pku.edu.cn/EN/Y2000/V36/I5/590