| 一类中立型随机泛函微分方程的稳定性分析 |
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| 引用本文： | 庄刘,龙述君.一类中立型随机泛函微分方程的稳定性分析[J].四川师范大学学报(自然科学版),2011,34(4):488-492. |
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| 作者姓名： | 庄刘 龙述君 |
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| 作者单位： | 1. 中国民航飞行学院计算机学院,四川广汉,618307
2. 乐山师范学院数学与信息科学学院,四川乐山,614004 |
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| 基金项目： | 国家自然科学基金(61079022); 四川省教育厅自然科学重点基金(10ZA032)资助项目 |
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| 摘 要： | 研究了一类中立型随机泛函微分方程的p阶矩稳定性和几乎必然稳定性.借助于It?公式、Fatou引理、局部鞅收敛定理和不等式分析技巧,得到了中立型随机泛函微分方程的p阶矩稳定和几乎必然稳定的充分条件,其结论更具有一般性.
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| 关 键 词： | Brownian运动 中立型 稳定性 随机泛函微分方程 It?公式 |
Stability Analysis of a Class of Neutral Stochastic Functional Differential Equations |
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| ZHUANG Liu,LONG Shu-jun.Stability Analysis of a Class of Neutral Stochastic Functional Differential Equations[J].Journal of Sichuan Normal University(Natural Science),2011,34(4):488-492. |
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| Authors: | ZHUANG Liu LONG Shu-jun |
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| Institution: | ZHUANG Liu1,LONG Shu-jun2(1.Computer Science College,Civil Aviation Flight University of China,Guanghan 618307,Sichuan,2.College of Mathematics and Information Science,Leshan Teachers College,Leshan 614004,Sichuan) |
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| Abstract: | In this paper,a class of neutral stochastic functional differential equations is considered.By using the It? formula,Fatou lemma,local Martingale convergent theorem and technique of inequalities,we obtain the sufficient conditions ensuring the pth moment stability and almost sure stability of neutral stochastic functional differential equations.These conclusions are of more generalities. |
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| Keywords: | Brownian motion neutral type stability stochastic functional differential equation It? formula |
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