Stability of neutral stochastic differential equations

查看全文 作　　者：LIAO Xiaoxi and MAO Xuerong1 Department of Automatic Control, Huazhong University of Science and Technology, Wuhan 430074, China;2 Department of Statistics and Modelling Science, University of Strathclyde GL LXH, U K. 出　　处：《Chinese Science Bulletin》索引1997年第42卷第13期,共2页 摘　　要：Let ω(t) = (ω₁(t),…, ω_m(t))^T be a Brownian motion defined on a complete probabili-ty space (Ω, F, P). τ>0, A, B, C are n×n matrices. σ: R₊×Rⁿ×Rⁿ→R^n×n, whichis locally Lipschitz continuous and satisfies the linear growth condition. Theorem 1. Assume that there exists a symmetric nonnegative n×n matrix D such thatthe symmetric 关 键 词：ROOT