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随机泛函微分方程的渐近稳定性
引用本文:沈轶,江明辉,廖晓昕. 随机泛函微分方程的渐近稳定性[J]. 应用数学和力学, 2006, 27(11): 1380-1386
作者姓名:沈轶  江明辉  廖晓昕
作者单位:华中科技大学 控制科学与工程系,武汉 430074
基金项目:国家自然科学基金;湖北省自然科学基金
摘    要:应用多个Liapunov函数讨论了随机泛函微分方程解的渐近行为,建立了确定这种方程解的极限位置的充分条件,并且从这些条件得到了随机泛函微分方程渐近稳定性的有效判据,使实际应用中构造Liapunov函数更为方便.同时也说明了该结果包含了经典的随机泛函微分方程稳定性结果为其特殊情况.最后给出的结果在随机Hopfield神经网络中的应用.

关 键 词:随机泛函微分方程   渐近稳定   随机神经网络   半鞅收敛定理   伊藤公式
文章编号:1000-0887(2006)11-1380-07
收稿时间:2004-04-03
修稿时间:2006-08-11

Asymptotic Stabilities of Stochastic Functional Differential Equations
SHEN Yi,JIANG Ming-hui,LIAO Xiao-xin. Asymptotic Stabilities of Stochastic Functional Differential Equations[J]. Applied Mathematics and Mechanics, 2006, 27(11): 1380-1386
Authors:SHEN Yi  JIANG Ming-hui  LIAO Xiao-xin
Affiliation:Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074, P. R. China
Abstract:Asymptotic characteristic of the solution of the stochastic functional differential equation was discussed and sufficient condition was established by multiple Liapunov functions for locating the limit set of the solution. Moreover, from them many effective criteria on stochastic asymptotic stability, which enable us to construct the Liapunov functions much more easily in application were obtained. The results show that the well-known classical theorem on stochastic asymptotic stability is a special case of our more general results. In the end, application in stochastic Hopfield neural networks is given to verify the results.
Keywords:stochastic functional differential equation   stochastic neural network   asymptotic stability   semi-martingale convergence theorem   Ito formula
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