Robust stability of uncertain stochastic differential delay equations

被引：257

作者：

Mao, XR ^{[1
]}

Koroleva, N

Rodkina, A

机构：

[1] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland

[2] Moscow Inst Elect & Math, Dept Cybernet, Moscow 123458, Russia

[3] Voronezh State Acad Construct & Architecture, Voronezh 394088, Russia

来源：

SYSTEMS & CONTROL LETTERS | 1998年 / 35卷 / 05期

基金：

英国工程与自然科学研究理事会;

关键词：

robustness; uncertainty; exponential stability; Lyapunov function;

D O I：

10.1016/S0167-6911(98)00080-2

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we first discuss the robust stability of uncertain linear stochastic differential delay equations. We then extend the theory to cope with the robust stability of uncertain semi-linear stochastic differential delay equations. We shall also give several examples to illustrate our theory. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：325 / 336

页数：12

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