一类具有Markovian参数的随机微分时滞方程的指数稳定性(英文)  

Exponential Stability of Stochastic Differential Delay Equations with Markovian Parameters

作　　者：张启敏[1] 韩崇昭[1] 

机构地区：[1]西安交通大学电子与信息学院

出　　处：《工程数学学报》2005年第2期217-222,共6页Chinese Journal of Engineering Mathematics

基　　金：The National Natural Science Foundation(69874010)Ningxia Higher Schod Science and Technique Research Foundation.

摘　　要：对Hilbert空间中具有Markovian参数的随机泛函微分时滞方程的指数稳定性进行了讨论。利用指数鞅公式,Lyapunov函数和一些不等式给出系统指数稳定的充分条件。这是对已有结果的完善和推广。通过一个例子对本文的结论进行了说明。Using exponential martingale formula, Lyapunov functional and some special inequalities, a sufficient condition is obtained to ensure the stability of the strong solutions for stochastic functional differential equations with Markovian jumping parameters in Hilbert space. This result is an improvement and extension of existing results. An example is studied to illustrate the theory.

关 键 词：Markovian参数 指数稳定 鞅 

分 类 号：O317[理学—一般力学与力学基础]