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Behavior of solution of stochastic delay differential equation with additive fading perturbations
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2020-07-23 , DOI: 10.1016/j.aml.2020.106640
Leonid Shaikhet

The effect of additive fading stochastic perturbations of the type of white noise and Poisson’s jumps on an exponentially p-stable zero solution of a stochastic delay differential equation is studying. Condition on the rate of perturbations fading is obtained by which the solution of the perturbed stochastic delay differential equation remains asymptotically p-trivial. The obtained conditions are formulated in the terms of Lyapunov functionals and linear matrix inequalities (LMIs) and are demonstrated by some illustrative examples with numerical simulation.



中文翻译:

具有加性衰落摄动的随机时滞微分方程解的性质

白噪声类型的加性衰落随机扰动和泊松跳跃的影响呈指数级 p随机时滞微分方程的稳定零解研究。获得扰动衰减率的条件,通过该条件渐进地保持扰动的随机时滞微分方程的解。p-不重要的。根据Lyapunov泛函和线性矩阵不等式(LMI)来公式化所获得的条件,并通过一些数值模拟的说明性例子加以证明。

更新日期:2020-07-23
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