应用数学2021，Vol.34Issue(1)：176-183,8.
变时滞混合随机微分方程的几乎必然指数稳定化
Almost Sure Exp onential Stabilization of Hybrid Sto chastic DifferentialEquations with Variable Delays
摘要
Abstract
This paper deals with the almost sure exponential stability of the multidimensional hybrid stochastic differential equation (SDE) with variable delays dy(t) = f(y(t-δ1(t)); r(t); t)dt + g(y(t-δ2(t)); r(t); t)d!(t), whereδ1(·); δ2(·) : R+→ [0,τ ] represent the variables delays and r(t) is a Markov chain. By applying the Lyapunov technique, the stochastic analysis and the Borel-Cantelli lemma, it is shown that under given conditions there exists a positive constant τ such that the hybrid SDE with variable delays is almost surely exponentially stable as long as < τif the corresponding hybrid SDE dx(t) = f(x(t); r(t); t)dt + g(x(t); r(t); t)dω(t) is almost surely exponentially stable.This generalizes and improves some results obtained in the existing literature.关键词
几乎必然指数稳定性/混合随机微分方程/随机稳定化/时滞反馈控制Key words
Almost sure exponential stability/Hybrid stochastic differential equation/Stochastic stabilization/Delay feedback control分类
数理科学引用本文复制引用
李光洁..变时滞混合随机微分方程的几乎必然指数稳定化[J].应用数学,2021,34(1):176-183,8.基金项目
Supported by the National Natural Science Foundation of China(11901398) （11901398）
