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Asymptotic stabilities of stochastic functional differential equations.

Authors :
Shen Yi
Jiang Ming-hui
Liao Xiao-xin
Source :
Applied Mathematics & Mechanics. Nov2006, Vol. 27 Issue 11, p1577-1584. 8p.
Publication Year :
2006

Abstract

Asymptotic characteristic of solution of the stochastic functional differential equation was discussed and sufficient condition was established by multiple Lyapunov functions for locating the limit set of the solution. Moreover, from them many effective criteria on stochastic asymptotic stability, which enable us to construct the Lyapunov functions much more easily in application, were obtained. The results show that the well-known classical theorem on stochastic asymptotic stability is a special case of our more general results. In the end, application in stochastic Hopfield neural networks is given to verify our results. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02534827
Volume :
27
Issue :
11
Database :
Academic Search Index
Journal :
Applied Mathematics & Mechanics
Publication Type :
Academic Journal
Accession number :
51637863
Full Text :
https://doi.org/10.1007/s10483-006-1116-1