| 带跳时滞随机微分方程E-M方法指数稳定性 |
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| 引用本文： | 王拉省,黄斌,孙洁.带跳时滞随机微分方程E-M方法指数稳定性[J].兰州理工大学学报,2008,34(6). |
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| 作者姓名： | 王拉省 黄斌 孙洁 |
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| 作者单位： | 西安工程大学,理学院,陕西,西安,710048 |
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| 基金项目： | 西安工程大学校管项目(XJG07009)的资助;在此表示感谢
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| 摘 要： | 研究带跳时滞随机微分方程Euler-Maruyama方法的指数稳定性.在全局Lipschitz条件及解析解和数值解在均方有界的条件下,证明SDDEJs的指数稳定性的充要条件是Euler-Maruyama方法下构造的数值解是指数稳定性的.避免寻找Lyapunov函数的困难,将指数稳定性的等价关系推广到带跳情形.
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| 关 键 词： | Euler-Maruyama方法 均方稳定 Poisson跳 It积分 指数稳定性 |
Exponential stability of differential equations with stochastic jumping time-delay based on E-M method |
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| WANG La-sheng,HUANG Bin,SUN Jie.Exponential stability of differential equations with stochastic jumping time-delay based on E-M method[J].Journal of Lanzhou University of Technology,2008,34(6). |
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| Authors: | WANG La-sheng HUANG Bin SUN Jie |
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| Institution: | WANG La-sheng,HUANG Bin,SUN Jie(School of Science,Xi\'an Polytechnic University,Xi\'an 710048,China) |
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| Abstract: | The exponential stability of differential equations with stochastic jumping time-delay was studied on the basis of Euler-Maruyama method.It was verified in the case of agreement of global Lipschitz condition and mean square bounded analytic and numeric solutions that the sufficient and necessary condition of SDDEJs exponential stability was the exponential stability of the numeric solution constructed with Fuler-Maruyama method,Thus,the difficulty was avoided in finding the Lyapunov function and the equival... |
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| Keywords: | Euler-Maruyama method mean square stability Poisson jumping It integral exponential stability |
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