کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4623689 1339521 2006 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The improved LaSalle-type theorems for stochastic functional differential equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
The improved LaSalle-type theorems for stochastic functional differential equations
چکیده انگلیسی

The main aim of this paper is to improve some results obtained by Mao [X. Mao, The LaSalle-type theorems for stochastic functional differential equations, Nonlinear Stud. 7 (2000) 307–328]. Our new theorems give better results while conditions imposed are much weaker than in the paper mentioned above. For example, we need only the local Lipschitz condition but neither the linear growth condition nor the bounded moment condition on the solutions. To guarantee the existence and uniqueness of the global solution to the underlying stochastic functional differential equation (SFDE) under the weaker conditions imposed in this paper, we establish a generalised existence-and-uniqueness theorem which covers a wider class of nonlinear SFDEs as demonstrated by the examples discussed in this paper. Moreover, from our improved results follow some new criteria on the stochastic asymptotic stability for SFDEs.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 318, Issue 1, 1 June 2006, Pages 134-154