matlab随机微分方程的稳定性
时间: 2023-08-29 17:11:50 浏览: 55
使用线性矩阵不等式(LMI)的方法来研究MATLAB中随机微分方程的稳定性问题还未见报道。然而,欧拉公式在求解长期率时可以用于MATLAB中随机微分方程的稳定性问题。具体的MATLAB代码和算法可以参考Higham的MATLAB版本进行修改。<span class="em">1</span><span class="em">2</span>
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- *1* [马尔可夫切换型随机微分方程解的几乎必然稳定性判据 (2009年)](https://download.csdn.net/download/weixin_38706782/18751247)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v93^chatsearchT3_1"}}] [.reference_item style="max-width: 50%"]
- *2* [欧拉公式求圆周率的matlab代码-SDE-higham:Python/NumPy中一些随机微分方程的基本算法](https://download.csdn.net/download/weixin_38635166/18995904)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v93^chatsearchT3_1"}}] [.reference_item style="max-width: 50%"]
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