期刊文献+

具有Markovian参数的随机时滞微分方程的指数稳定性(英文) 被引量:1

Exponential Stability of Stochastic Functional Differential Delay Equations with Markovian Jumping Parameters
下载PDF
导出
摘要 利用指数鞅公式、Lyapunov函数和一些不等式,给出了Hilbert空间中具有Markovian参数的随机时滞微分方程为指数稳定的充分条件.这是对已有结果的完善和推广. By using exponential martingale formula , Lyapunov function and some special inequalities , a sufficientconditionis obtained to ensure the stability of the strong solutions for stochastic functional differential equations withMarkovianjumping parameters in Hilbert space . This result is ani mprovement and extension of existing results .
作者 王宏 张启敏
出处 《宁夏大学学报(自然科学版)》 CAS 北大核心 2005年第2期97-101,共5页 Journal of Ningxia University(Natural Science Edition)
基金 宁夏自然科学基金资助项目(G002) 宁夏高校科研基金资助项目~~
关键词 MARKOV链 指数稳定 Markov chain exponential stability martingale
  • 相关文献

参考文献8

  • 1Feng S, Loparo K A,Ji Y. Stochastic stability properties of jump linear system[J]. IEEE Transactions on Automatic Control, 1992,37(1): 38.
  • 2Boukas E K. Robust stability of linear piccewise deterministic systems under matching conditions[J]. Control Theory and Advanced Technology, 1995,10 (4): 1 541.
  • 3Boukas E K, Yang H. Exponential stability of stochastic systems with Markovian jumping parameters [ J ].Automatics, 1999,35( 1 ): 1 437.
  • 4Ji Y, Chizeck C. Stabilizability and continous time Markovian jump linear quadratic control [J]. IEEE Trans Automat Control, 1990,35(1): 777.
  • 5Basak G K, Bisi A, Ghosh M K. Stability of a random diffusion with linear drift[J]. J Math Anal Appl, 1996,202(1) :604.
  • 6Mao X R. Stability of stochastic differential equation with Markovian switching[J]. Stochastic Processes and Their Applications, 1999,79 ( 1 ): 45.
  • 7Skorohod A V. Asymptotic methods in the theory of stochastic differential equations [ M ]. New York:American Methematical Society, 1989. 275-290.
  • 8Mao X R, Matasov A, Piunovskiy A B. Stochastic differential delay equations with Markovian switching [J]. Bernoulli,2000,6(1): 73.

同被引文献1

引证文献1

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部