混合时滞的随机微分方程的稳定性研究
혼합시체적수궤미분방정적은정성연구
Stability Analysis of Stochastic Differential Equations with Mixed Time-delays
  • 万方数据
    应用数学 응용수학
    MATHEMATICA APPLICATA
    2011年 2期 420-426 ,共7页

    孟雪井%吴平

    맹설정%오평

    随机微分方程%稳定性%无限时滞 隨機微分方程%穩定性%無限時滯
    수궤미분방정%은정성%무한시체
    Stochastic differential equation%Stability%Infinite delay
    本文研究了混合时滞的随机微分方程的稳定性,利用Lyapunov函数方法和半鞅收敛定理得到了p阶矩指数稳定和几乎必然指数稳定的判定定理.M矩阵技巧的使用使所得结果更便于应用.最后举例说明了结果的实用性.
    본문연구료혼합시체적수궤미분방정적은정성,이용Lyapunov함수방법화반앙수렴정리득도료p계구지수은정화궤호필연지수은정적판정정리.M구진기교적사용사소득결과경편우응용.최후거례설명료결과적실용성.
    This paper investigates the stability of stochastic differential equations with mixed timedelays.Some criteria are derived to ensure the pth moment exponential stability and almost sure exponential stability by using Lyapunov functions and the semi-martingale convergence theorem.By virtue of the M-matrix,the criteria are more applicable.An example is provided to illustrate the results.
    원문보기 원문다운로드 사이트로이동
저자의 최근 논문