具有时滞的随机微分方程

李昌文, 毛学荣. 具有时滞的随机微分方程[J]. 华东理工大学学报（自然科学版）, 1986, (6).

引用本文:

李昌文, 毛学荣. 具有时滞的随机微分方程[J]. 华东理工大学学报（自然科学版）, 1986, (6).

Delay stochastic differential equations[J]. Journal of East China University of Science and Technology, 1986, (6).

Citation:

Delay stochastic differential equations[J]. Journal of East China University of Science and Technology, 1986, (6).

Delay stochastic differential equations

摘要: 本文建立具有时滞的It型随机微分方程解的存在唯一性定理。进而利用随机Lyapunov函数研究此类方程零解的稳定性与全局稳定性,给出若干充分性条件。

Abstract: The existence and uniquence theorem of It(?) delay stochastic differential equations are proved in the first part of this paper. The stability of trivial solutions of delay stochastic differential equations is discussed in the second part and some criterions are given as well. An example is given in the third part.

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