STABILITY OF SOME KIND OF STOCHASTIC DIFFERENTIAL EQUATION

被引:0
|
作者
Wei Liu Deptof MathPublic Security Marine Police AcademyNingbo Zhejiang Fengying Wei College of Mathand Computer SciFuzhou UniversityFuzhou [315000 ,350108 ]
机构
关键词
D O I
暂无
中图分类号
O211.63 [随机微分方程];
学科分类号
摘要
In this paper,a kind of stochastic differential equation is investigated and the almost sure exponential stability of the equation is obtained using Gronwall's inequality.Further,we also give other noise intensity function to keep the stability of the system.
引用
收藏
页码:460 / 462
页数:3
相关论文
共 50 条
  • [21] A NOTE ON EXPONENTIAL ALMOST SURE STABILITY OF STOCHASTIC DIFFERENTIAL EQUATION
    Mao, Xuerong
    Song, Qingshuo
    Yang, Dichuan
    BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY, 2014, 51 (01) : 221 - 227
  • [22] Solving some stochastic differential equation using Dirichlet distributions
    Hadad, Hawre
    Homei, Hazhir
    Behzadi, Mohammad Hassan
    Farnoosh, Rahman
    COMPUTATIONAL METHODS FOR DIFFERENTIAL EQUATIONS, 2021, 9 (02): : 393 - 398
  • [23] SOME STOCHASTIC DIFFERENTIAL-EQUATION MODELS OF AN AQUATIC ECOSYSTEM
    TIWARI, JL
    HOBBIE, JE
    REED, JP
    STANLEY, DW
    MILLER, MC
    ECOLOGICAL MODELLING, 1978, 4 (01) : 3 - 27
  • [24] Stochastic stability of solutions for a fourth-order stochastic differential equation with constant delay
    Mahmoud, Ayman M.
    Adewumi, Adebayo O.
    Ademola, Adeleke T.
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2023, 2023 (01)
  • [25] Stochastic stability of solutions for a fourth-order stochastic differential equation with constant delay
    Ayman M. Mahmoud
    Adebayo O. Adewumi
    Adeleke T. Ademola
    Journal of Inequalities and Applications, 2023
  • [26] STOCHASTIC DIFFERENTIAL EQUATION
    CAIROLI, R
    COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1972, 274 (24): : 1739 - &
  • [27] A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
    Wang, Guangchen
    Xiao, Hua
    Xiong, Jie
    AUTOMATICA, 2018, 97 : 346 - 352
  • [28] ASYMPTOTIC STABILITY OF SOLUTIONS FOR A KIND OF THIRD-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAYS
    Mahmoud, Ayman M.
    Tunc, Cemil
    MISKOLC MATHEMATICAL NOTES, 2019, 20 (01) : 381 - 393
  • [29] Stability of equilibrium states of a nonlinear delay differential equation with stochastic perturbations
    Shaikhet, Leonid
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2017, 27 (06) : 915 - 924
  • [30] Global Stability of an Autonomous Stochastic Delay Differential Equation with Discontinuous Coefficients
    Zadvorny, Ya. B.
    DIFFERENTIAL EQUATIONS, 2018, 54 (06) : 716 - 727