一类随机时滞微分方程的均方指数稳定性

Exponential Stability in the Mean Square of a Class of Stochastic Differential Equations with Delays

研究了一类随机时滞微分方程的均方指数稳定性问题。利用Gronwall引理,不等式技巧和随机分析的知识,给出了在均方意义下系统均方指数稳定的代数判据。

In this paper,the exponential stability in the mean square of stochastic differential equations with delays is concerned.By employing the Gronwalls lemma,the technique of inequality and stochastic analysis approaches,some algebraic criteria are derived to ensure the stochastically exponentially stable in the mean square for the addressed system.