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随机中立型泛函微分方程的稳定性态

STABILITY OF A NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATION
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摘要 给出了一类中立型随机泛函方程的随机一致稳定性的充分条件,利用了新的分析技巧处理中立型时滞项,得到了中立型随机时滞泛函微分方程渐近稳定性的充分判据.在处理各种渐近估计是有效的. Sufficient condition for stochastic uniform stability of a neutral stochastic functional differential equation is given. Especially,new techniques are developed to cope with the neutral delay case. We obtain the sufficient condition for asymptotic stability of a neutral stochastic differential delay equation. The theory developed here gives a unified treatment for various asymptotic estimates.
作者 李必文 陈静
出处 《数学杂志》 CSCD 北大核心 2006年第1期99-102,共4页 Journal of Mathematics
基金 湖北省教育厅创新团队项目资助 湖北省教育厅重大项目基金(2004Z001).
关键词 李雅普诺夫泛函 D算子 ITO公式 随机一致稳定 随机渐近稳定 Lyapunov function D operator Itos formula stochastic uniform stability asymptotic stability,
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参考文献7

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