比较原理与随机时滞系统的稳定性  

COMPARISON PRINCIPLE AND THE STABILITY OF TIME-DELAY STOCHASTIC SYSTEMS

作　　者：戎海武[1] 徐伟[2] 孟光[1] 方同[2] 

机构地区：[1]佛山科学技术学院,广东528000 [2]西北工业大学,西安710072

出　　处：《系统科学与数学》1999年第2期230-230,共1页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金;广东省高校基金

摘　　要：建立了具有随机时变滞后的线性随机系统的比较原理，并用比较原理给出了随机滞后系统P阶均值各种稳定性的判别准则．Consider the n-dimensional linear stochastic delay--differential system x(t, w) = A(t, w)x(t, w) +B(t, w)x(t-y(t, w), w), where the n2 elements of A, n2 elements of B, and the delay y are combined to a vector ξ It is assumed that the process {ξ(t, w): t ≥to} is an almostsurely bounded right-continuous strong Markov process. By employing vector Lyapunov-like functions and the theory of systems of delay-differential inequalities, a very general comparison theorem for the above system is developed. Furthermore, sufficient conditions are given for the stability of solutions in the p-order mean.

关 键 词：比较原理 稳定性 随机时滞系统 随机滞后系统 

分 类 号：O211.63[理学—概率论与数理统计] O231[理学—数学]