一类中立型随机泛函微分方程的稳定性分析

Stability Analysis of a Class of Neutral Stochastic Functional Differential Equations

研究了一类中立型随机泛函微分方程的p阶矩稳定性和几乎必然稳定性.借助于It公式、Fatou引理、局部鞅收敛定理和不等式分析技巧,得到了中立型随机泛函微分方程的p阶矩稳定和几乎必然稳定的充分条件,其结论更具有一般性.

In this paper,a class of neutral stochastic functional differential equations is considered.By using the It formula,Fatou lemma,local Martingale convergent theorem and technique of inequalities,we obtain the sufficient conditions ensuring the pth moment stability and almost sure stability of neutral stochastic functional differential equations.These conclusions are of more generalities.