广东工业大学 应用数学学院,广东,广州,510520
黄慧敏(1995–),女,硕士研究生,主要研究方向为泛函微分方程
郭承军(1977–),男,教授,主要研究方向为泛函微分方程,E-mail:guochj817@163.com
网络首发:2020-11-02,
纸质出版:2020
移动端阅览
黄慧敏, 郭承军. 一类脉冲随机微分方程解的稳定性[J]. 广东工业大学学报, 2020, 37(6): 56-62.
Huang Hui-min, Guo Cheng-jun. Stability of Solutions for a Class of Impulsive Stochastic Differential Equations[J]. 2020, 37(6): 56-62.
黄慧敏, 郭承军. 一类脉冲随机微分方程解的稳定性[J]. 广东工业大学学报, 2020, 37(6): 56-62. DOI: 10.12052/gdutxb.190160.
Huang Hui-min, Guo Cheng-jun. Stability of Solutions for a Class of Impulsive Stochastic Differential Equations[J]. 2020, 37(6): 56-62. DOI: 10.12052/gdutxb.190160.
通过运用不动点理论方法和Lyapunov稳定性定理
研究了一类脉冲随机微分方程解的稳定性
得到了该方程均方指数稳定的充分条件。
The stability of solutions of a class of impulsive stochastic differential equations was studied by using the fixed point theory and Lyapunov stability theorem and sufficient conditions for the exponential stability in the mean square of the equation are obtained.
LIU K. Stability of infinite dimensional stochastic differential equations with applications[M]. London: Chapman Hall/CRC, 2005.
MAO X R. Exponential stability in mean square of neutral stochastic differential functional equations [J]. Systems and Control Letters, 1995, 26(4): 245-251.
GUO C J, O’REGAN D, DENG F Q. Fixed points and exponential stability for a stochastic neutral cellular network [J]. Applied Mathematics Letters, 2013, 26(8): 849-853.
LI D S, FAN X M. Exponential stability of impulsive stochastic partial differential equations with delays [J]. Statistics and Probability Letters, 2017, 126: 185-192.
HU W, ZHU Q X. Moment exponential stability of stochastic nonlinear delay systems with impulse effects at random times [J]. International Journal of Robust and Nonlinear Control, 2009, 29: 3809-3820.
FU X Z, ZHU Q X, GUO Y X. Stabilization of stochastic functional differential systems with delayed impulses [J]. Applied Mathematics and Computation, 2019, 346: 776-789.
YU G S, YANG W Q, XU L. Pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with markovian switching [J]. International Journal of Systems Science, 2018, 49(6): 1164-1177.
LUO J W. Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays [J]. Journal of Mathematical Analysis and Applications, 2008, 342(2): 753-760.
XU L, SONG C X. Stability and boundedness of a class of third-order delay differential equations [J]. Journal of Guangdong University of Technology, 2015, 32(1): 128-132.
CHENGUP, DENG F Q. Global exponential stability of impulsive stochastic functional Differential systems [J]. Statistics and Probability Letters, 2010, 80(23-24): 1854-1862.
CHENGUP, DENGUF Q, YAOUF Q. Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects [J]. Nonlinear Analysis Hybrid Systems, 2018, 30: 106-117.
CUI J, YAN L T. Asymptotic behavior for neutral stochastic partial differential equations with infinite delays [J]. Electronic Communications in Probability, 2013, 18(45): 1-12.
CHEN G L, GAANS O V, LUNEL S V. Existence and exponential stability of a class of impul- sive neutral stochastic partial differential equations with delays and Poisson jumps [J]. Statistics and Probability Letters, 2018, 141: 7-18.
MAO X R. Stochastic differential equations and applications[M]. Chichestic: Horwood Publishing Limited, 2007.
XU Y, HE Z M. Exponential stability of neutral stochastic delay differential equations with Markovian switching [J]. Applied Mathematics Letters, 2016, 52: 64-73.
0
浏览量
0
下载量
0
CSCD
关联资源
相关文章
相关作者
相关机构
京公网安备11010802024621