Article ID Journal Published Year Pages File Type
4633738 Applied Mathematics and Computation 2009 6 Pages PDF
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
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