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Moment stability in mean square of stochastic delay differential equation
https://doi.org/10.24517/00008383
https://doi.org/10.24517/00008383d21a0d87-36e9-4a0b-abf7-a2bba8d6e830
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
TE-PR-YAMAMOTO-S-3159.pdf (347.4 kB)
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| Item type | 学術雑誌論文 / Journal Article(1) | |||||||
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| 公開日 | 2017-10-03 | |||||||
| タイトル | ||||||||
| タイトル | Moment stability in mean square of stochastic delay differential equation | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||
| 資源タイプ | journal article | |||||||
| ID登録 | ||||||||
| ID登録 | 10.24517/00008383 | |||||||
| ID登録タイプ | JaLC | |||||||
| 著者 |
Xue, P.
× Xue, P.× Yamamoto, Shigeru× Ikei, Y. |
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| 著者別表示 |
山本, 茂
× 山本, 茂
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| 提供者所属 | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | 金沢大学融合研究域融合科学系 | |||||||
| 書誌情報 |
Proceedings of the 2011 Chinese Control and Decision Conference, CCDC 2011 号 5968799, p. 3159-3162, 発行日 2011-01-01 |
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| DOI | ||||||||
| 関連タイプ | isIdenticalTo | |||||||
| 識別子タイプ | DOI | |||||||
| 関連識別子 | 10.1109/CCDC.2011.5968799 | |||||||
| 出版者 | ||||||||
| 出版者 | IEEE | |||||||
| 抄録 | ||||||||
| 内容記述タイプ | Abstract | |||||||
| 内容記述 | In this paper, we derive a moment stability region in terms of coefficient parameters for a stochastic delay differential equation. Such a stochastic delay equation with both time delay and random effects is an essential model of control systems. As a main result, a fundamental stability problem is solved by delay-dependent stochastic analysis. We adopt the domain-subdivision approach and use Ito's formula in the analysis. For a given time delay, the stability of the stochastic delay differential equation is studied with variable power of noise. It is also shown that an unstable stochastic delay system become stable by an appropriate power of noise. The main results are illustrated by several numerical solutions of the stochastic delay model. © 2011 IEEE. | |||||||
| 著者版フラグ | ||||||||
| 出版タイプ | VoR | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||
