摘要
研究了一类混合中立型随机泛函微分方程的均方指数稳定性.借助停时序列证明了此类随机系统解的存在唯一性,再利用比较原理和反证法建立了判定混合中立型随机泛函微分方程均方指数稳定的新准则.
The mean square exponential stability of a class of hybrid neutral stochastic functional differential equations is studied.The existence uniqueness of the solution of this kind of stochastic system is proved by means of time-stopping sequences,and some novel criterion for the stability of the mean square exponential of the hybrid neutral stochastic functional differential equations is established according to the comparison principle and the counterproof method.
作者
赵佳雨
ZHAO Jiayu(School of Applied Mathematics,Nanjing University of Finance and Economics,Nanjing 210023,China)
出处
《吉首大学学报（自然科学版）》
CAS
2023年第5期18-27,共10页
Journal of Jishou University(Natural Sciences Edition)
关键词
中立型随机泛函微分方程
Markov切换
均方指数
稳定性
比较原理
反证法
neutral stochastic functional differential equation
Markovian switching
mean square exponential
stability
comparative principle
counterproof method
