LMI Condition for Almost Surely Exponential Stability of Stochastic Differential Equation with S-type Distributed Delays

摘要：

In this paper,a class of stochastic differential equation with S-type distributed delays is discussed. By means of nonnegative semimartingale theorem and linear matrix inequality (LMI) technique,a new sufficient condition is derived to ensure almost surely exponential stability for the trivial solution of the system. Two examples are given to illustrate the feasibility and applicability of our results.

关键词： stochastic differential equation S-type distributed delays LMI almost surely exponential stability

作者: Nan Ding Ruojun Zhang Shengjie Xu

作者单位: College of Information Science and Engineering, Ocean University of China, Qingdao 266100;College of College of Mathematics Sciences, Ocean University of China, Qingdao 266100 College of Mathematics and Computer Science, Chongqing Three Gorges University, Wanzhou 404100

会议类型: 国际会议

会议名称: The 5th International Congress on Mathematical Biology(第五届国际生物数学大会 ICMB 2011)

会议地点: 南京

会议语种:英文

页码: 48-53

在线出版日期: 2011-06-01（万方平台首次上网日期，不代表论文的发表时间）