判定中性随机泛函微分方程的Razumikhin指数稳定性条件

近来随机微分方程引起了越来越多的关注,如微分方程的解的存在性、唯一性和指数稳定性,但很少有人关注中性随机微分方程解的稳定性。本文讨论了中性随机功能微分方程和中性随机时滞微分方程p时刻的指数稳定性,主要采用的是R azumikhin方法,目的是使用该方法比构造l yapunov函数判定方程解稳定性更易验证。

Criteria for Judging Razumikhin Exponential Stability of Neutral Stochastic Functional Differential Equations

Recently stochastic differential equation has attracted more and more attentions,esp.on its existence,uniqueness and exponential stability,but few focuses on the solution stability of the neutral stochastic functional differential equation.This paper discusses on the pth moment exponential stability of solutions of both the neutral stochastic functional differential equation and the neutral stochastic delay differential equations,with Razumikhin as the primary method.The main purpose is to find sufficient stability conditions that could be verified more easily than lyap unov method.