一般衰减率下脉冲随机泛函微分方程的p阶矩稳定性

张秀英,苏春华

系统科学与数学 ›› 2019, Vol. 39 ›› Issue (8) : 1184-1200.

PDF(424 KB)
PDF(424 KB)
系统科学与数学 ›› 2019, Vol. 39 ›› Issue (8) : 1184-1200. DOI: 10.12341/jssms13687
论文

一般衰减率下脉冲随机泛函微分方程的p阶矩稳定性

    张秀英1,苏春华2
作者信息 +

\bmp-Moment Stability with General Decay Rate of Impulsive Stochastic Functional Differential Equations

    ZHANG Xiuying1 ,SU Chunhua2
Author information +
文章历史 +

摘要

研究了具有一般衰减率的脉冲随机泛函微分方程的p阶矩稳定性问题. 利用Lyapunov泛函法、随机分析理论和文章所建立的脉冲微分不等式, 得到了该方程在一般衰减率下p阶矩稳定性和几乎必然稳定性的一些充分性条件. 所得的这些条件既简单又具有一般性, 并被应用于讨论了一般衰减率下脉冲随机时滞微分方程的p阶矩稳定性问题. 实例表明,所得结果是有效的和实用的.

Abstract

This paper investigates the p-moment stability with general decay rate of impulsive stochastic functional differential equations. Based on Lyapunov functional method, stochastic analysis theory and the impulsive differential inequality established in this paper, some sufficient conditions on p-moment stability and almost sure stability with general decay rate are derived. The obtained results are more general and simple, and are used to deal with impulsive stochastic delay differential equations. Finally, two numerical examples are given to demonstrate the effectiveness of the proposed results.

关键词

脉冲 / 随机泛函微分方程 / 脉冲微分不等式 / Dini导数 / 一般衰减率 / p阶矩稳定.

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张秀英 , 苏春华. 一般衰减率下脉冲随机泛函微分方程的p阶矩稳定性. 系统科学与数学, 2019, 39(8): 1184-1200. https://doi.org/10.12341/jssms13687
ZHANG Xiuying , SU Chunhua. \bmp-Moment Stability with General Decay Rate of Impulsive Stochastic Functional Differential Equations. Journal of Systems Science and Mathematical Sciences, 2019, 39(8): 1184-1200 https://doi.org/10.12341/jssms13687
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