论文标题
在均值延迟几何布朗运动的渐态和指数衰减
Asymptotic and exponential decay in mean square for delay geometric Brownian motion
论文作者
论文摘要
我们得出了足够的条件，以延迟几何布朗尼运动溶液中均匀的渐近和单调指数衰减。条件是根据参数编写的，对于渐近衰变的情况是显式的。对于指数衰减，它们很容易通过数值解析。该分析方法基于lyapunov功能（渐近衰变）的构建和正方形平均值（指数衰变）的前向估计值。
We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of asymptotic decay. For exponential decay, they are easily resolvable numerically. The analytical method is based on construction of a Lyapunov functional (asymptotic decay) and forward-backward estimate for the square mean (exponential decay).
