文献类型：期刊文献

英文题名：Sufficient conditions for non-stability of stochastic differential systems

作者：Yan, Zhenhai[1,2]

第一作者：Yan, Zhenhai

通讯作者：Yan, ZH[1]

机构：[1]Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China;[2]Henan Univ Econ & Law, Sch Stat, Zhengzhou 450046, Peoples R China

第一机构：Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China

通讯机构：[1]corresponding author), Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China.

年份：2015

卷号：2015

期号：1

起止页码：1-10

外文期刊名：JOURNAL OF INEQUALITIES AND APPLICATIONS

收录：;Scopus(收录号：2-s2.0-84949202292);WOS:【SCI-EXPANDED(收录号:WOS:000209864100001)】；

语种：英文

外文关键词：nonlinear stochastic differential system; Ito formula; C-2-equivalence

摘要：In this paper, we use the local C-2-conjugate transformation to transform nonlinear stochastic differential systems to ordinary differential systems and give some sufficient conditions for the exponential stability and instability of stochastic differential systems. Our conditions just depend on the derivatives of drift terms and diffusion terms at equilibrium points.