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
中科院分区:
文献类型:
--
作者:
You Surong;Mao Wei;Mao Xuerong;Hu Liangjian
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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J. Frankl. Inst.
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