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具有Markov参数随机时滞微分方程的吸引性

Attraction of Stochastic Delay Equations with Markov Parameters
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摘要 应用半鞅收敛定理和■to公式对具有Markov参数随机时滞微分方程的吸引性进行了讨论,给出了吸引子存在的条件.最后,通过了一个例子对得到的结果进行了说明. Using the semi-martingale convergence theorem and the generalized Ito formula, this paper discusses the attraction of stochastic differential equations with Markov parameters and obtains a sufficient condition for the existence of its attractor. An example is given for the illustration of the theory.
作者 陈军胜
机构地区 宁夏大学继续教育学院
出处 《中南林业科技大学学报》 CAS CSCD 北大核心 2008年第6期172-176,共5页 Journal of Central South University of Forestry & Technology
基金 教育部重点基金资助项目(208160) 宁夏自然基金资助项目(G002)
关键词 数学 随机时滞微分方程 MARKOV 参数 吸引子 ITO公式 mathematics differential equation Markov chain parameter attraetor Ito formula
分类号 O317 [理学—一般力学与力学基础]
  • 相关文献

参考文献8

  • 1Ji Y,Chizeck H J.Controllability,stahilizahility and continuous-time Markovian jump linear quadratic contro][J].IEEE Trans Automat Control,1990,35:777-788.
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  • 5张启敏,聂赞坎.具有Markov跳参数随机微分时滞方程的吸引子[J].华中师范大学学报（自然科学版）,2004,38(4):411-414. 被引量：1
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二级参考文献7

  • 1Mao Xuerong. Stability of stochastic differential equation with Markovian switching[J]. Stochastic Processes and Their Applications,1999,79:45-67.
  • 2Shaikhet L. Stability of stochastic hereditary systems with Markov switching[J]. Theory Stochastic Process,1996,2:180-184.
  • 3Mao Xuerong, Matasov A, Piunovskiy A B. Stochastic differential delay equations with Markovian switching[J]. Bernoulli,2000,6:73-90.
  • 4Liptser R S, Shiryayev A N. Theory of Martingales[M].Netherlands: Kluwer Academic Publishers, 1989.
  • 5Boukas E K. Robust stability of linear piecewise deterministic systems under matching conditions[J]. Control Theory and Advanced Technology, 1995,10(4):1 541-1 549.
  • 6Boukas E K, Yang H. Exponential stability of stochastic systems with Markovian jumping parameters[J]. Automatics,1999,354:1 437-1 441.
  • 7Chizeck J Y. Controllability,stabilizability and continuous-time Markovian jump linear quadratic control[J]. IEEE Trans Automat Control,1990,35:777-778.
中南林业科技大学学报
2008年 第6期

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