| 马尔可夫调制的中立型随机时滞微分方程的弱吸引性 |
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| 引用本文： | 刘德志,张伟. 马尔可夫调制的中立型随机时滞微分方程的弱吸引性[J]. 山东理工大学学报：自然科学版, 2009, 23(2): 99-103 |
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| 作者姓名： | 刘德志 张伟 |
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| 作者单位： | 安徽财经大学,统计与应用数学学院,安徽,蚌埠,233030;安徽财经大学,统计与应用数学学院,安徽,蚌埠,233030 |
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| 基金项目： | 国家社会科学基金,安徽省教育厅自然科学基金,安徽省教育厅人文社会科学基金,安徽财经大学科研基金 |
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| 摘 要： | 利用Ito公式和局部鞅收敛定理,确立了马尔可夫调制的中立型随机时滞微分方程弱吸引性的充分条件;中立型模型的确立,增强了模型贴合工业实际的能力.通过将条件适当加强,得到了方程更好的吸引性,同时为有界性和稳定性的新准则确立奠定了基础.
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| 关 键 词： | 吸引 It公式 局部鞅收敛定理 时滞 中立型 |
Attraction of neutral stochastic differential delay equations with Markovian switching |
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| LIU De-zhi,ZHANG Wei. Attraction of neutral stochastic differential delay equations with Markovian switching[J]. Journal of Shandong University of Technology:Science and Technology, 2009, 23(2): 99-103 |
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| Authors: | LIU De-zhi ZHANG Wei |
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| Affiliation: | School of Statistics and Applied Mathematics;Anhui University of Finance and Economics;Bengbu 233030;China |
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| Abstract: | The sufficient conditions for the attraction of neutral stochastic differential delay equations with Markovian switching was esblished by the It formula and local martingale convergence theorem.This neutral models accords with the reality.On the other hand,in order to get more accurate results,more conditions were added to produce a new criteria on the boundedness and stability of solution for these equations. |
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| Keywords: | attraction It formula local martingale convergence theorem delay neutral |
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