Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4633738 | Applied Mathematics and Computation | 2009 | 6 Pages |
Abstract
The investment model of nonlinear stochastic neutral technical progress with time delay is given in this paper. Adopting the theory of stochastic functional differential equation, and using Itô formula, Gronwall's lemma and Barkholder-Davis-Gundy's lemma, exponential stability of strong solution is proved for the system of nonlinear stochastic neutral technical progress assets with time delay on Hilbert space. Also a sufficient condition of the exponential stability is obtained. The results are the improvement and extension of the existed results of this field.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhanping Wang,