| 具有Markovian参数的随机时滞微分方程的指数稳定性 |
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| 引用本文： | 王宏,张启敏.具有Markovian参数的随机时滞微分方程的指数稳定性[J].宁夏大学学报(自然科学版),2005,26(2):97-101. |
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| 作者姓名： | 王宏 张启敏 |
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| 作者单位： | 宁夏大学,数学计算机学院,宁夏,银川,750021;宁夏大学,数学计算机学院,宁夏,银川,750021 |
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| 基金项目： | Supported by Ningxia Natural Science Foundation(G002); Supported by Ningxia Higher School Science and Technique Research Foundation |
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| 摘 要： | 利用指数鞅公式、Lyapunov函数和一些不等式，给出了Hilbert空间中具有Markovian参数的随机时滞微分方程为指数稳定的充分条件．这是对已有结果的完善和推广．
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| 关 键 词： | Markov链 指数稳定 鞅 |
| 文章编号： | 0253-2328(2005)02-0097-05 |
Exponential Stability of Stochastic Functional Differential Delay Equations with Markovian Jumping Parameters |
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| Wang Hong,Zhang Qimin.Exponential Stability of Stochastic Functional Differential Delay Equations with Markovian Jumping Parameters[J].Journal of Ningxia University(Natural Science Edition),2005,26(2):97-101. |
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| Authors: | Wang Hong Zhang Qimin |
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| Abstract: | By using exponential martingale formula , Lyapunov function and some special inequalities , a sufficientconditionis obtained to ensure the stability of the strong solutions for stochastic functional differential equations withMarkovianjumping parameters in Hilbert space . This result is ani mprovement and extension of existing results . |
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| Keywords: | Markov chain exponential stability martingale |
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