一类随机时滞微分方程的均方指数稳定性  

Exponential Stability in the Mean Square of a Class of Stochastic Differential Equations with Delays

作　　者：张伟伟[1] 

机构地区：[1]潍坊学院,山东潍坊261061

出　　处：《潍坊学院学报》2013年第4期72-74,共3页Journal of Weifang University

摘　　要：研究了一类随机时滞微分方程的均方指数稳定性问题。利用Gronwall引理,不等式技巧和随机分析的知识,给出了在均方意义下系统均方指数稳定的代数判据。In this paper,the exponential stability in the mean square of stochastic differential equations with delays is concerned.By employing the Gronwalls lemma,the technique of inequality and stochastic analysis approaches,some algebraic criteria are derived to ensure the stochastically exponentially stable in the mean square for the addressed system.

关 键 词：随机微分方程 时滞 GRONWALL引理 均方指数稳定 

分 类 号：O152[理学—数学]