Stability of a Class of Stochastic Dynamic Systems driven by Fractional Brownian Motion

被引：0

作者：

Zhang, Xinwen ^{[1
,2
]}

机构：

[1] Guangzhou Coll Commerce, Sch Informat Technol & Engn, Guangzhou, Guangdong, Peoples R China

[2] South China Normal Univ, Sch Math Sci, Guangzhou, Peoples R China

来源：

PROCEEDINGS OF 2020 IEEE 5TH INFORMATION TECHNOLOGY AND MECHATRONICS ENGINEERING CONFERENCE (ITOEC 2020) | 2020年

关键词：

exponential stability; mild solutions; fractional Brownian motion; stochastic dynamic systems; FUNCTIONAL INTEGRODIFFERENTIAL EQUATIONS; DIFFERENTIAL-EQUATIONS; EVOLUTION-EQUATIONS; EXISTENCE; BEHAVIOR;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Stability of stochastic dynamic systems is one of the most elemental concepts in control theory. In this article, we discuss the exponential p-stability of a class of stochastic dynamic systems driven by fractional Brownian motion with Hurst parameter 1/2 < H < 1. We obtain some new sufficient conditions ensuring the pth moment exponential stability of a class of stochastic functional dynamic systems by employing the solution operator, some inequality and the Banach fixed point theorem. Some well-known results are generalized and improved.

引用

页码：1470 / 1473

页数：4

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