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摘要: |
文章通过弱收敛方法,伊藤公式和一些常用的随机分析技巧,给出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
举例说明结论的有效性. |
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:国家自然科学基金项目11861029,海南省自然科学基金项目117096 |
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ANALYSIS ON THE STABILITY IN DISTRIBUTION OF A CLASS OF IMPULSIVE STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS |
liangqing
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Abstract: |
In this paper we obtain a sufficient condition for a class of
impulsive stochastic functional differential equations to be stable
in distribution by means of the weak convergence approach,the Ito"s
formula and some stochastic analysis techniques.Furthermore,an example is given to
illustrate the effectiveness of the result. |
Key words: stochastic functional differential equation stability in distribution impulse Ito's formula |