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Mean square exponential dissipativity of singularly perturbed stochastic delay differential equations

Liguangxu Xu|Zhixia Ma|Hongxiao Hu
대한수학회 (The Korean Mathematical Society)|2014.01|대한수학회논문집 (Communications of the KMS)|제29권 제1호|pp. 205-212

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참고문헌

키워드

delaystochasticsingularly perturbedmean square exponential dissipativityL-operator delay differential inequality
주제분류수학

초록

This paper investigates mean square exponential dissipativ- ity of singularly perturbed stochastic delay differential equations. The L-operator delay differential inequality and stochastic analysis technique are used to establish sufficient conditions ensuring the mean square expo- nential dissipativity of singularly perturbed stochastic delay differential equations for sufficiently small ε > 0. An example is presented to illus- trate the efficiency of the obtained results.

Abstract

This paper investigates mean square exponential dissipativ- ity of singularly perturbed stochastic delay differential equations. The L-operator delay differential inequality and stochastic analysis technique are used to establish sufficient conditions ensuring the mean square expo- nential dissipativity of singularly perturbed stochastic delay differential equations for sufficiently small ε > 0. An example is presented to illus- trate the efficiency of the obtained results.

참고문헌 (22)

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