STATIONARY SOLUTION FOR A STOCHASTIC LINARD EQUATION WITH MARKOVIAN SWITCHING

作     者：席福宝 赵丽琴 Xi Fubao Department of Mathematics, Beijing Institute of Technology, Beijing 100081, ChinaZhao Liqin Department of Mathematics, Beijing Normal University, Beijing 100875, China

作者机构：Department of Mathematics Beijing Institute of Technology Beijing 100081 China Department of Mathematics Beijing Normal University Beijing 100875 China 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2005年第25卷第1期

页      面：95-104页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：ThisprojectissupportedbytheNationalNaturalScienceFoundationofChina(19901001)theSRFforROCS SEM 

主　　题：Coupling truncation feller continuity stationary solution 

摘      要：This paper considers a stochastic Lienard 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.