| 具有时滞的奇异扰动随机微分方程的均方指数稳定性 |
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| 引用本文： | 郑继明. 具有时滞的奇异扰动随机微分方程的均方指数稳定性[J]. 应用数学, 2008, 21(2): 373-377 |
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| 作者姓名： | 郑继明 |
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| 作者单位： | 重庆邮电大学应用数学研究所,重庆,400065 |
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| 摘 要： | 本文利用常数变易公式,随机过程数学期望的性质,矩阵范数,测度的相关理论以及不等式技巧,对一类具有时滞的奇异扰动随机微分方程的均方指数稳定性进行了讨论,得到了该类方程均方指数稳定的充分条件的代数判据.
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| 关 键 词： | 指数稳定性 奇异扰动 随机性 时滞 矩阵测度 Exponential stability Singularly perturbed Stochastic Delay Measure of matrix 时滞 奇异扰动 随机微分方程 均方指数稳定性 Delays Differential Equations Stochastic Singularly Perturbed Square Mean Stability algebraic criterion technique inequality norm measure matrix property expectation |
| 文章编号： | 1001-9847(2008)02-0373-05 |
| 修稿时间： | 2007-09-03 |
Exponential Stability in the Mean Square of Singularly Perturbed Stochastic Differential Equations with Delays |
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| ZHENG Ji-ming. Exponential Stability in the Mean Square of Singularly Perturbed Stochastic Differential Equations with Delays[J]. Mathematica Applicata, 2008, 21(2): 373-377 |
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| Authors: | ZHENG Ji-ming |
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| Abstract: | In this paper,the exponential stability in the mean square of singularly perturbed stochastic systems with delays is concerned.By employing the formula for the variation of parameters,the property of the expectation of stochastic process,the technique of inequality and the norm and measure of matrix,an algebraic criterion for the exponential stability is obtained. |
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| Keywords: | Exponential stability Singularly perturbed Stochastic Delay Measure of matrix |
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