首都师范大学学报(自然科学版)2011,Vol.32Issue(1):13-17,5.
具有分数布朗运动的随机积分微分方程解的稳定性
Stability of Stochastic Volterra Integro-differential Equations with Fractional Brown Motion
摘要
Abstract
The main purpose of this paper is to consider stochastic factors for a non - linear stochastic Volterra integrodifferential equation. Moreover, we investigated the mean square stability of Volterra integro-differential with fractional Brown motion by Ito formula and H(o)lder inequality condition on Volterra kernels.关键词
Volterra微分方程/It(o)公式/时滞微分方程/均方稳定Key words
Volterra differential equation/ It(o) formula/ Delay differential equation/ Mean square stability.分类
数理科学引用本文复制引用
张福青,张启敏..具有分数布朗运动的随机积分微分方程解的稳定性[J].首都师范大学学报(自然科学版),2011,32(1):13-17,5.基金项目
教育部重点基金资助项目(208160)宁夏自然科学资助项目(N20535) (208160)