一类中立型随机泛函微分方程解的p阶矩在一般衰减率下的稳定性
The pth Moment Stability with General Decay Rate of the Solutions for a Class of Neutral Stochastic Functional Differential Equations
梁青1
作者信息
- 1. 海南师范大学数学与统计学院,海口 571158
- 折叠
摘要
研究了一类具有Markov切换和Lévy噪声的中立型随机泛函微分方程解的稳定性.首先,构造一个辅助的泛函微分方程,然后,在适当的假设条件下利用辅助方程的参数变化公式、不等式技巧以及比较定理,得到了该中立型随机泛函微分方程的解在一般衰减率下p阶矩稳定的两个充分条件,推广了已有文献中的结果.最后,通过举例和给出数值模拟说明了结果的有效性.
Abstract
In this paper,the stability of the solutions for a class of neutral stochastic functional differential equations with Markovian switching and Lévy noise is investi-gated.First,an auxiliary functional differential equation is constructed.Then,under some suitable assumptions two sufficient conditions for the pth moment of the so-lutions for the neutral stochastic functional differential equations to be stable with general decay rate are obtained by means of the formula for the variation of param-eters of the auxiliary functional differential equation,some inequality technique and comparison principle.The obtained results generalize the results in some earlier pub-lications.Finally,two examples and numerical simulations are given to illustrate the effectiveness of the results.
关键词
随机泛函微分方程/一般衰减率/Markov切换/Lévy噪声/Itô公式Key words
Stochastic functional differential equation/general decay rate/Marko-vian switching/Lévy noise/Itô formula引用本文复制引用
基金项目
国家自然科学基金(11861029)
海南省高等学校教育教学改革研究项目(hnjg2022-40)
出版年
2024
NETL
NSTL
万方数据