跳过程驱动的随机时滞微分方程的指数稳定性

Exponential Stability of Stochastic Delay Differential Equations Driven by Jump Processes

文章研究了一类跳过程驱动的时滞随机微分方程的稳定性。利用Banach不动点定理和一些不等式得到了在一定条件下,Mild解存在且是均方指数稳定的。

In the paper,the stability of a class of stochastic delay differential equations driven by Lévy jump processes is studied.By making use of Banach fixed point theorem and some inequality techniques,the Mild solution is obtained and is exponentially stable under certain conditions.