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| 变时滞随机微分方程的指数稳定性 | |
| 引用本文： | 江明辉,沈轶,廖晓昕. 变时滞随机微分方程的指数稳定性[J]. 工程数学学报, 2006, 23(6): 961-965 |
| 作者姓名： | 江明辉 沈轶 廖晓昕 |
| 作者单位： | 三峡大学理学院非线性复杂系统研究所,湖北,宜昌,443000;华中科技大学系统工程研究所,武汉,430074 |
| 基金项目： | 国家自然科学基金;湖北省自然科学基金;湖北省教育厅科研项目 |
| 摘 要： | 通过构建李雅普偌夫函数和利用半鞅收敛定理,对一类随机变时滞微分方程的全局指数稳定进行了分析,提出了易于判定随机变时滞微分方程几乎必然指数稳定件新的代数判据,推广了现有文献中的主要结论,并给出实例加以验证。 |
| 关 键 词： | 半鞅收敛定理 随机微分方程 李雅普偌夫函数 |
| 文章编号： | 1005-3085(2006)06-0961-05 |
| 收稿时间： | 2004-12-22 |
| 修稿时间： | 2004-12-22 |
Exponential Stability of Stochastic Differential Equation with Time-varying Delay |
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| JIANG Ming-hui,SHEN Yi,LIAO Xiao-xin. Exponential Stability of Stochastic Differential Equation with Time-varying Delay[J]. Chinese Journal of Engineering Mathematics, 2006, 23(6): 961-965 | |
| Authors: | JIANG Ming-hui SHEN Yi LIAO Xiao-xin |
| Affiliation: | 1. Institute of Nonlinear Complex Systems, College of Science, China Three Gorges University YiChang, Hubei 443002; 2 Institute of System Engineering, Huazhong University of Science and Technology, Wuhan 430074 |
| Abstract: | Exponential stability for a class of stochastic differential equations with time-varying delay is analyzed by constructing suitable Lyapunov function and using the nonnegative semi-martingale convergence theorem.New algebraic criteria are given for the almost exponential stability,which extends main conclusions in existing literature.An example is also given for illustration. |
| Keywords: | semi-martingale convergence theorem stochastic differential equations Lyapunov function |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |