机构地区: 三峡大学理学院非线性与复杂系统研究所
出 处: 《工程数学学报》 2006年第6期961-965,共5页
摘 要: 通过构建李雅普偌夫函数和利用半鞅收敛定理,对一类随机变时滞微分方程的全局指数稳定进行了分析,提出了易于判定随机变时滞微分方程几乎必然指数稳定件新的代数判据,推广了现有文献中的主要结论,并给出实例加以验证。 Exponential stability for a class of stochastic differential equations with time-varying delay is analyzed by constructing suitable Lyapunov function and using the nonnegative semi-martingale convergence theorem. New algebraic criteria are given for the almost exponential stability, which extends main conclusions in existing literature. An example is also given for illustration.