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.
The asymptotic properties of the general type of neutral stochastic functional differential equations are discussed in this paper. By Lyapunov function and supermartingales convergence theorem,some results on its asymptotic properties such as asymptotic stabilities, polynomial stabilities and exponential stabilities are given. All the results imply and generalize those conclusions found in references.
出处
《数学物理学报(A辑)》
CSCD
北大核心
2005年第3期323-330,共8页
Acta Mathematica Scientia
基金
国家自然科学基金(60074008
60474011)
湖北省自然科学基金(2004ABA055)资助