This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment ...This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment exponential stability conditions are given. Finally, one example is presented to illustrate our theory.展开更多
This paper mainly tends to utilize Razumikhin-type theorems to investigate p-th moment stability for a class of stochastic switching nonlinear systems with delay. Based on the Lyapunov-Razumik- hin methods, some suffi...This paper mainly tends to utilize Razumikhin-type theorems to investigate p-th moment stability for a class of stochastic switching nonlinear systems with delay. Based on the Lyapunov-Razumik- hin methods, some sufficient conditions are derived to check the stability of stochastic switching nonlinear systems with delay. One numerical example is provided to demonstrate the effectiveness of the results.展开更多
The given unstable hybrid stochastic differential equation is stabilized in the sense of p th-moment exponential stability.We achieve the results by feedback controls based on the discrete-time state and mode observat...The given unstable hybrid stochastic differential equation is stabilized in the sense of p th-moment exponential stability.We achieve the results by feedback controls based on the discrete-time state and mode observations.The upper bound on the duration between two consecutive observations is obtained as well.Finally,a numerical example is given to verify the validity of the theoretical conclusions.展开更多
In this paper, the Razumikhin approach is applied to the study of both p-th moment and almost sure stability on a general decay for a class of impulsive stochastic functional differential systems with Markovian switch...In this paper, the Razumikhin approach is applied to the study of both p-th moment and almost sure stability on a general decay for a class of impulsive stochastic functional differential systems with Markovian switching. Based on the Lyapunov-Razumikhin methods, some sufficient conditions are derived to check the stability of impulsive stochastic functional differential systems with Markovian switching. One numerical example is provided to demonstrate the effectiveness of the results.展开更多
This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-type. Stability criteria for this type of methods a...This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment further testifies these theoretical results.展开更多
考虑疾病传播过程中的随机干扰,运用随机人口建模中参数扰动的标准化技术,建立了一类具有随机扰动的传染病SEIR(susceptible-exposed but not infectious-infectious-removed)模型,证明了模型解的存在唯一性及非负性,并研究了无病平衡...考虑疾病传播过程中的随机干扰,运用随机人口建模中参数扰动的标准化技术,建立了一类具有随机扰动的传染病SEIR(susceptible-exposed but not infectious-infectious-removed)模型,证明了模型解的存在唯一性及非负性,并研究了无病平衡点满足p阶矩指数稳定的条件.研究结果为传染病预防与控制提供一定的理论依据与决策支持.展开更多
文摘This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment exponential stability conditions are given. Finally, one example is presented to illustrate our theory.
文摘This paper mainly tends to utilize Razumikhin-type theorems to investigate p-th moment stability for a class of stochastic switching nonlinear systems with delay. Based on the Lyapunov-Razumik- hin methods, some sufficient conditions are derived to check the stability of stochastic switching nonlinear systems with delay. One numerical example is provided to demonstrate the effectiveness of the results.
文摘The given unstable hybrid stochastic differential equation is stabilized in the sense of p th-moment exponential stability.We achieve the results by feedback controls based on the discrete-time state and mode observations.The upper bound on the duration between two consecutive observations is obtained as well.Finally,a numerical example is given to verify the validity of the theoretical conclusions.
文摘In this paper, the Razumikhin approach is applied to the study of both p-th moment and almost sure stability on a general decay for a class of impulsive stochastic functional differential systems with Markovian switching. Based on the Lyapunov-Razumikhin methods, some sufficient conditions are derived to check the stability of impulsive stochastic functional differential systems with Markovian switching. One numerical example is provided to demonstrate the effectiveness of the results.
基金supported by NSFC under Grant Nos.11171125 and 91130003NSFH under Grant No. 2011CDB289the Freedom Explore Program of Central South University
文摘This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment further testifies these theoretical results.
文摘考虑疾病传播过程中的随机干扰,运用随机人口建模中参数扰动的标准化技术,建立了一类具有随机扰动的传染病SEIR(susceptible-exposed but not infectious-infectious-removed)模型,证明了模型解的存在唯一性及非负性,并研究了无病平衡点满足p阶矩指数稳定的条件.研究结果为传染病预防与控制提供一定的理论依据与决策支持.
