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控制理论与应用 2006
Lasalle-type theorems for neutral stochastic functional differential equations
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Abstract:
The stochastic-type Lasalle theorem is an important tool for investigating the stability of stochastic systems. This paper establishes the Lasalle-type theorems for general neutral stochastic functional differential equations by using Ito^ formula, semi-martingale convergence theorem, kolmogorov-Centsov theorem and Hoelder inequality, etc. From these theorems it follows many useful criteria on the stochastic stability. The results imply and generalize those existing conclusions in references. In the end, an example is given for illustration.