Acta Scientiarum Naturalium Universitatis Pekinensis

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Limit of Perturbed Discontinuous Dynamical System

ZHANG Zhixiang   

  1. School of Mathematical Sciences, Peking University, Beijing, 100871
  • Received:1999-09-28 Online:2000-09-20 Published:2000-09-20



  1. 北京大学数学科学学院,北京,100871

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

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