| 时滞随机微分方程解的几乎必然指数稳定性 |
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| 引用本文： | 孙希平.时滞随机微分方程解的几乎必然指数稳定性[J].东华大学学报(自然科学版),1996(4). |
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| 作者姓名： | 孙希平 |
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| 作者单位： | 河海大学 |
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| 摘 要： | 讨论了时滞随机微分方程解的几乎必然指数稳定性:作为应用讨论了线性时滞Ito型方程的几乎必然指数稳定性,类似的结果可扩展到带位置参数的时滞半鞅型方程上:其中F(x,t)-C-半鞅,x-位置参数
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| 关 键 词： | 时滞随机微分方程 鞅与随机积分 指数稳定性 |
ALMOST SURE EXPONENTIAL STABILITY FOR DELAY STOCHASTIC DIFFERENTIAL EQUATIONS |
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| Sun Xiping.ALMOST SURE EXPONENTIAL STABILITY FOR DELAY STOCHASTIC DIFFERENTIAL EQUATIONS[J].Journal of Donghua University,1996(4). |
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| Authors: | Sun Xiping |
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| Institution: | Hohai University |
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| Abstract: | The objective of this paper is to investigate the almost sure exponential stability of delay stochastic differential equations with respect to semimartingles:As an application, the paper discussed the almost sure exponential stability of linear delay It 's equations. The same results could be extended to delay stochastic differential equations based on a spatial parameter semimartingle with the form: where F(x, t) is a C-semimartingle with spatial parameter x. |
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| Keywords: | delay stochastic differential equation martingle and stochastic integral almost sure exponential stability |
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