巢湖学院学报 ›› 2021, Vol. 23 ›› Issue (3): 38-45.doi: 10.12152/j.issn.1672-2868.2021.03.005
• 数理科学 • 上一篇 下一篇
侯婷婷，张辉：安徽师范大学皖江学院 电子工程系
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HOU Ting-ting, ZHANG Hui：Department of Electronic Engineering, Wanjiang College of Anhui Normal University
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摘要： 文章讨论了一类由Lévy噪声扰动的分数阶中立型随机泛函混杂微分方程解的稳定性，利用Lyapunov泛函、非负半鞅收敛定理以及M-矩阵的理论证明了方程的解在一般衰减速度下的的几乎必然稳定性，并给出了任意状态下各系数的上界。
关键词: 分数阶随机微分方程, 半鞅收敛定理, Lévy噪声
Abstract: In this paper, we discuss the stability with general decay rate of neutral stochastic fractional hybrid differential equations driven by Lévy noise. By using Lyapunov function, nonnegative semi-martingale convergence theorem and the theory of M-matrix, we propose sufficient conditions for the almost sure stability. We also give an upper bound of each coefficient at any state.
Key words: stochastic fractional differential equations, nonnegative semi-martingale convergence, Lévy noise
中图分类号:
侯婷婷, 张辉. Lévy驱动的一类分数阶随机微分方程的稳定性[J]. 巢湖学院学报, 2021, 23(3): 38-45.
HOU Ting-ting, ZHANG Hui. The Stability of a Class Stochastic Fractional Differential Equations Driven by Lévy Noise[J]. Journal of Chaohu University, 2021, 23(3): 38-45.
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链接本文: http://xb.chu.edu.cn/CN/10.12152/j.issn.1672-2868.2021.03.005
http://xb.chu.edu.cn/CN/Y2021/V23/I3/38
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