中立型随机泛函微分方程的稳定性

数学物理学报 ›› 2005, Vol. 25 ›› Issue (3): 323-330.

中立型随机泛函微分方程的稳定性

沈轶,张玉民,廖晓昕

华中科技大学控制科学与工程系

出版日期:2005-07-24 发布日期:2005-07-24
作者简介:与湖北省自然科学基金(2004ABA0 55)资助

Stability for Neutral Stochastic Functional Differential Equatio ns

CHEN Die, ZHANG Yu-Min, LIAO Xiao-Cuan-

Online:2005-07-24 Published:2005-07-24
Supported by:
与湖北省自然科学基金(2004ABA0 55)资助

摘要/Abstract

摘要：

该文研究了一般中立型随机微分方程解的渐近性质,利用Lyapunov函数和上鞅收敛定理,得到了该方程解的一些渐近稳定性、多项式渐近稳定性及指数稳定性等渐近性质,其结果涵盖并推广了已有文献的结论。

关键词: Lyapunov function;Supermartingales convergence theorem, formula;Asymptotic stability

Abstract:

The asymptotic properties of the general type of neutr al stochas tic functional differential equations are discussed in this paper. By Lyapunov function and supermartingales convergence theorem,some results on its asymp totic properties such as asymptotic stabilities, polynomial stabilities and expo nential stabilities are given. All the results imply and generalize tho se conclusions found in references.

Key words: Lyapunov function;Supermartingales convergence theorem, formula;Asymptotic stability

中图分类号:

34F05

沈轶,张玉民,廖晓昕. 中立型随机泛函微分方程的稳定性[J]. 数学物理学报, 2005, 25(3): 323-330.

CHEN Die, ZHANG Yu-Min, LIAO Xiao-Cuan-. Stability for Neutral Stochastic Functional Differential Equatio ns[J]. Acta mathematica scientia,Series A, 2005, 25(3): 323-330.

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