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随机泛函微分方程解的稳定性

韩月才1, 田 萍2, 史少云1   

  1. 1. 吉林大学数学学院, 长春 130012; 2. 吉林大学商学院, 长春 130012
  • 收稿日期:2002-12-03 修回日期:1900-01-01 出版日期:2003-07-26 发布日期:2003-07-26
  • 通讯作者: 韩月才

Stability of Solution ofStochastic Functional Differential Equations

HAN Yue-cai1, TIAN Ping2, SHI Shao-yun1   

  1. 1. College of Mathematics, Jilin University, Changchun 130012, China;2. College of Business, Jilin University, Changchun 130012, China
  • Received:2002-12-03 Revised:1900-01-01 Online:2003-07-26 Published:2003-07-26
  • Contact: HAN Yue-cai

摘要: 通过定义随机Lyapunov过程, 研究随机泛函微分方程的零解在均值意义下的稳定性.

关键词: 随机泛函微分方程, 稳定性, 零解

Abstract: We investigated the solutions of stochastic functional differential equations. Using the so called Lyapunov functional process, we obtained that the zero solution is ultimate asymptotic stable under the meaning of mean value.

Key words: stochastic functional differential equations, stability, zero solution

中图分类号: 

  • O211.63