| G-Brown运动驱动的中立型随机时滞微分方程的指数稳定性 |
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| 引用本文： | 李光洁,杨启贵.G-Brown运动驱动的中立型随机时滞微分方程的指数稳定性[J].高校应用数学学报(A辑),2021,36(1):45-52. |
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| 作者姓名： | 李光洁 杨启贵 |
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| 作者单位： | 广东外语外贸大学数学与统计学院,广东广州510006;华南理工大学数学学院,广东广州510640 |
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| 基金项目： | 国家自然科学基金(11901398,12071151,11871225)。 |
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| 摘 要： | 研究了一类G-Brown运动驱动的中立型随机时滞微分方程的指数稳定性.在G-框架意义下,运用合适的Lyapunov-Krasovskii泛函,中立型时滞微分方程理论以及随机分析技巧,证明了所研究方程平凡解的p-阶矩指数稳定性,得到了所研究方程平凡解是p-阶矩指数稳定的充分条件.最后通过例子说明所得的结果.
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| 关 键 词： | 指数稳定性 中立型随机时滞微分方程 G-Brown运动 G-Lyapunov-Krasovskii泛函 |
Exponential stability of neutral stochastic delay differential equations driven by G-Brownian motion |
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| LI Guang-jie,YANG Qi-gui.Exponential stability of neutral stochastic delay differential equations driven by G-Brownian motion[J].Applied Mathematics A Journal of Chinese Universities,2021,36(1):45-52. |
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| Authors: | LI Guang-jie YANG Qi-gui |
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| Institution: | (School of Mathematics and Statistics,Guangdong University of Foreign Studies,Guangzhou 510006,China;Department of Mathematics,South China University of Technology,South China University of Technology,Guangzhou 510640,China) |
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| Abstract: | This paper is concerned with the stability of neutral stochastic delay differential equations driven by G-Brownian motion(G-NSDDEs).More precisely,it devotes to prove the pth moment exponential stability of the trivial solution by applying a suitable Lyapunov-Krasovskii functional,neutral delay differential equations theory,and stochastic analysis technique in the G-framework.Some sufficient conditions for the pth moment exponential stability of the above mentioned equations are derived.Finally,an example is presented to illustrate the effectiveness of the obtained theory. |
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| Keywords: | exponential stability neutral stochastic delay differential equations G-Bronwian motion G-Lyapunov-Krasovskii functional |
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