Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
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高非线性系数混合受电弓随机微分方程指数稳定性分析

DOI:
10.1016/j.amc.2015.04.022
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发表时间:
2015-07
影响因子:
4
通讯作者:
Hu Liangjian
Hu Liangjian
中科院分区:
数学2区
文献类型:
--
作者:
You Surong;Mao Wei;Mao Xuerong;Hu Liangjian

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讨论了高度非线性混合比例随机微分方程解的指数稳定性。提出了两个判据来保证解的指数稳定性。第一个判据是涉及一般Lyapunov函数的Khasminski型条件。第二种是利用M-矩阵技术对方程的系数进行推导。基于第二个判据,研究了一类受扰动的混合PSDE的鲁棒稳定性。该理论显示了指数稳定的混合PSDE为了保持稳定所能容忍的程度。
This paper discusses exponential stability of solutions for highly nonlinear hybrid pantograph stochastic differential equations (PSDEs). Two criteria are proposed to guarantee exponential stability of the solution. The first criterion is a Khasminskii-type condition involving general Lyapunov functions. The second is developed on coefficients of the equation in virtue of M-matrix techniques. Based on the second criterion, robust stability of a perturbed hybrid PSDE is also investigated. The theory shows how much an exponentially stable hybrid PSDE can tolerate to remain stable.
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