基于固定点理论的中立型随机时滞微分方程的稳定性

Stability of Neutral Stochastic Delay Differential Equation with Poisson Jump by Fixed Points

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摘要利用固定点理论研究了带有泊松跳跃的中立型随机时滞微分方程零解的渐进均方稳定性,避免了Lyapunov方法,进而减弱了系数函数的条件,同时给出了稳定性的优化条件.对相关文献结果作了推广. The asymptotically mean square stability of the zero solution for neutral stochastic delay differential equation with Poisson jump is studied by fixed point theory without Lyapunov function. The condition of cofficient function is weakened, and the sufficient condition for mean square stability has been obtained. Therefore, some results from documentation are improved and generalized.

作者张伟刘德志

机构地区安徽财经大学统计与应用数学学院

出处《江汉大学学报（自然科学版）》 2008年第3期19-22,共4页 Journal of Jianghan University：Natural Science Edition

基金安徽省教育厅自然科学基金资助项目(KJ2008B011) 安徽省教育厅人文社科研究项目(2008sk204) 安徽财经大学青年科研项目(ACKYQ0842ZC)

关键词随机微分方程泊松跳跃 LYAPUNOV函数固定点理论 stochastic differential equations Poissonjump Lyapunov functions fixed point theory

分类号 O211.63 [理学—概率论与数理统计]

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参考文献8

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江汉大学学报（自然科学版）

2008年第3期

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基于固定点理论的中立型随机时滞微分方程的稳定性

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