具有时滞的奇异扰动随机微分方程的均方指数稳定性(英文)

Exponential Stability in the Mean Square of Singularly Perturbed Stochastic Differential Equations with Delays

本文利用常数变易公式,随机过程数学期望的性质,矩阵范数,测度的相关理论以及不等式技巧,对一类具有时滞的奇异扰动随机微分方程的均方指数稳定性进行了讨论,得到了该类方程均方指数稳定的充分条件的代数判据.

In this paper, the exponential stability in the mean square of singularly perturbed stochastic systems with delays is concerned. By employing the formula for the variation of parameters, the property of the expectation of stochastic process, the technique of inequality and the norm and measure of matrix, an algebraic criterion for the exponential stability is obtained.