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随机脉冲微分方程的p阶矩稳定性分析

pth moment stability analysis for stochastic differential equations with impulsive effects
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摘要 研究随机脉冲微分方程的p阶矩稳定性,利用Lyapunov函数,得到保证解析解p阶矩稳定的条件,所得的条件比已存在的结论要宽松,即对已有结论中的条件进行了削弱。两个实例支持所得结论的正确性。 The pth moment stability analysis for the stochastic differential equations with impulsive effects is dealt with. By using Lyapunov functions, the conditions under which the analytical solutions are pth moment stable are obtained. The conditions can loosen the constraints of the existing results, and thus reduce the conservativeness. Two examples are given to illustrate the results.
作者 赵桂华 张海涛 孙波
机构地区 江苏科技大学数理学院 苏州建设交通高等职业技术学校轨道交通工程系
出处 《黑龙江大学自然科学学报》 CAS 北大核心 2014年第6期747-751,共5页 Journal of Natural Science of Heilongjiang University
基金 江苏省自然科学基金资助项目(BK20130472) 江苏科技大学博士启动基金资助项目(35050903) 江苏科技大学校管科研课题项目(633051205)
关键词 随机脉冲微分方程 p阶矩稳定性 LYAPUNOV函数 stochastic differential equations with impulsive effects pth moment stability Lyapunov functions
分类号 O211.63 [理学—概率论与数理统计]
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参考文献19

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黑龙江大学自然科学学报
2014年 第6期

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