非线性随机微分方程的一致稳定性

Uniform Stability of Nonlinear Stochastic Differential Equations

研究了带时滞的延迟随机微分方程的稳定性,并且通过恰当的变量转换,把这类系统的稳定性理论应用到中立型随机系统上,得到了非线性中立型随机时滞微分方程的稳定性的充分条件,并通过一个具体的例子对得到的结论进行了说明.

Some criteria for stability of retarded stochastic differential delay equations are shown.The stability results derived in retarded case are applied to coping with stability for a large class of neutral nonlinear stochastic systems by a change of variables.Several examples are studied to illustrate the theory.