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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

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

CLC Number: 

  • O211.63