|
| 摘要: |
| 本文研究了一类脉冲随机泛函微分方程的分布稳定性问题.利用弱收敛方法、伊藤公式和一些常用的随机分析技巧，得到了一类脉冲随机泛函微分方程依分布稳定的一个充分条件，并且举例说明了结论的有效性，推广了随机泛函微分方程稳定性的相关结果. |
| 关键词: 随机泛函微分方程 依分布稳定 脉冲 伊藤公式 |
| DOI： |
| 分类号:O211.6 |
| 基金项目:国家自然科学基金资助（11861029）；海南省自然科学基金资助（117096）. |
|
| ANALYSIS ON THE STABILITY IN DISTRIBUTION OF A CLASS OF IMPULSIVE STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS |
|
LIANG Qing
|
| Abstract: |
| In this paper, we study the stability in distribution of a class of impulsive stochastic functional differential equations. By means of the weak convergence approach, the Ito's formula and some stochastic analysis techniques, we obtain a sufficient condition for a class of impulsive stochastic functional differential equations to be stable in distribution and present an example to illustrate the effectiveness of the result which generalizes the corresponding result of the stability of stochastic functional differential equations. |
| Key words: stochastic functional differential equation stability in distribution impulse Ito's formula |
