| 具有分数布朗运动的随机积分微分方程解的稳定性 |
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| 引用本文： | 张福青,张启敏.具有分数布朗运动的随机积分微分方程解的稳定性[J].首都师范大学学报(自然科学版),2011,32(1):13-17. |
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| 作者姓名： | 张福青 张启敏 |
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| 作者单位： | 北方民族大学,信息与计算科学学院,宁夏,银川,750021 |
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| 基金项目： | 教育部重点基金资助项目，宁夏自然科学资助项目 |
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| 摘 要： | 把随机因素分数布朗运动考虑到系统中,得到了随机的微分方程,在方程具有Volterra积分核的情况下,通过It公式和Holder不等式讨论了具有分数布朗运动的Volterra随机积分微分方程解的稳定性.
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| 关 键 词： | Volterra微分方程 It公式 时滞微分方程 均方稳定 |
Stability of Stochastic Volterra Integro-differential Equations with Fractional Brown Motion |
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| Zhang Fuqing,Zhang Qimin.Stability of Stochastic Volterra Integro-differential Equations with Fractional Brown Motion[J].Journal of Capital Normal University(Natural Science Edition),2011,32(1):13-17. |
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| Authors: | Zhang Fuqing Zhang Qimin |
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| Institution: | Zhang Fuqing Zhang Qimin(College of Information and Computing Science,The north university for ethnics,Yinchuan 750021) |
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| Abstract: | The main purpose of this paper is to consider stochastic factors for a non-linear stochastic Volterra integro-differential equation.Moreover,we investigated the mean square stability of Volterra integro-differential with fractional Brown motion by Ito formula and Hlder inequality condition on Volterra kernels. |
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| Keywords: | Volterra differential equation It formula Delay differential equation Mean square stability |
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