Stability of neutral stochastic differential equations

被引：0

作者：

LIAO Xiaoxi and MAO Xuerong Department of Automatic Control Huazhong University of Science and Technology Wuhan China Department of Statistics and Modelling Science University of Strathclyde GL LXH U K ^{[1
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,2
]}

机构：

来源：

ChineseScienceBulletin | 1997年 / 13期

关键词：

root;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

<正> Let ω（t） = (ω1（t）,…, ωm（t）)T be a Brownian motion defined on a complete probabili-ty space （Ω, F, P）. τ>0, A, B, C are n×n matrices. σ: R+×R~n×R~n→Rn×n, whichis locally Lipschitz continuous and satisfies the linear growth condition. Theorem 1. Assume that there exists a symmetric nonnegative n×n matrix D such thatthe symmetric matrix

引用

页码：1143 / 1144

页数：2