| 比较原理和带马尔可夫调制的随机泛函微分方程 |
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| 引用本文： | 王琳. 比较原理和带马尔可夫调制的随机泛函微分方程[J]. 应用数学, 2008, 21(4) |
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| 作者姓名： | 王琳 |
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| 作者单位： | 华中科技大学数学与统计学院,湖北,武汉,430074 |
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| 基金项目： | 国家自然科学基金 |
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| 摘 要： | 本文考虑带马尔可夫调制的随机泛函微分方程解的不稳定性,通过建立的新的比较原理,得到一些不稳定的判据.
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| 关 键 词： | 比较原理 随机泛函不稳定性 随机泛函微分方程 马尔可夫调制 p阶矩泛函不稳定 |
Comparison Principle on Stochastic Functional Differential Equations with Markovian Switching |
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| WANG Lin. Comparison Principle on Stochastic Functional Differential Equations with Markovian Switching[J]. Mathematica Applicata, 2008, 21(4) |
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| Authors: | WANG Lin |
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| Abstract: | In this paper,a new comparison principle for stochastic functional differential equations with Markovian Switching is established.It is necessary to point out that the new comparison principle established in this paper can be used to judge the instability for the equations we considered.Then.using this comparison prineipleowe obtain stochastic functional instability for this kind of equations.An example is given for illustration. |
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| Keywords: | Comparison principle Stochastic functional instability Stochastic functional differential equations Markovian switching pth moment functional instablility |
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