摘要
讨论了时滞随机微分方程解的几乎必然指数稳定性:作为应用讨论了线性时滞Ito型方程的几乎必然指数稳定性,类似的结果可扩展到带位置参数的时滞半鞅型方程上:其中F(x,t)-C-半鞅。
The objective of this paper is to investigate the almost sure exponential stability of delay stochastic differential equations with respect to semimartingles:As an application, the paper discussed the almost sure exponential stability of linear delay It 's equations. The same results could be extended to delay stochastic differential equations based on a spatial parameter semimartingle with the form: where F(x, t) is a C-semimartingle with spatial parameter x.
出处
《中国纺织大学学报》
CSCD
1996年第4期19-24,共6页
Journal of China Textile University
关键词
时滞
随机微分方程
指数稳定性
delay stochastic differential equation, martingle and stochastic integral, almost sure exponential stability
