连续变量型随机脉冲差分方程零解的均方指数稳定性  

Exponential Stability in Mean Square of Impulsive Stochastic Difference Equations with Continuous Time

作　　者：刘德志[1] 杨桂元[1] 鲍建海[2] 张伟[1] 

机构地区：[1]安徽财经大学统计与应用数学学院,安徽蚌埠233030 [2]广西工学院信息与计算科学系,广西柳州545000

出　　处：《阜阳师范学院学报（自然科学版）》2008年第1期24-26,54,共4页Journal of Fuyang Normal University(Natural Science)

基　　金：安徽省教育厅自然科学基金资助项目(KJ2007B011)

摘　　要：研究了连续变量型随机脉冲差分方程的均方指数稳定性,可以弥补此问题的空白.在研究过程中不仅脱离了一般的方法,例如Lyapunov方法、It^o公式等等,而且还引用了一个重要的差分不等式来获取好的结果.同样,所得结果也适用于没有脉冲的情况.So far there are few results on the exponential stability in mean square for impulsive stochastic difference equations with continuous time. The main aim of this paper is to close this gap. Dissimilarly, we don＇t make use of the general methods such as Lyapunov methods, Ito formula and so forth. However, we obtain the desired result by establishing a difference inequality with continuous time. Moreover. the obtained result can be applied to stochastic difference equations, without impulsive effects, with continuous time. In the end, we construct an example to illustrate the effectiveness of our result

关 键 词：均方指数稳定 脉冲 随机 连续变量 差分方程 

分 类 号：O211.63[理学—概率论与数理统计]