.. , ..

, ,
. , ,
, - .

: , , , .
.
[1-3].

[4], ,
[5].
[6-15].
[11].

(),
,
.
1.
(, F , P, F } , F {Ft F , t 0} ,
() -

dx(t ) = a(t , xt , (t )) b(t , xt , (t )) dw(t )
(1.1)

x(t ) = 0 (t , ), t0 t t0 , (t0 ) = y0 Y ,
(1.2)

x t x t , Rn ,

xt {x(t ), 0} D([ ,0]) , D ,0

m
m
a : R D([ ,0]) Y R ; b : R D([ ,0]) Y R ; w(t ) w(t , )
[17];

(t )

(t ) t , Y { y1 , y2 ,..., yk } , t s 0 [11]:
P{ (t t ) = y j | y(t ) = yi } = qij t o(t ),

(1.3)

P{ y ( s) yi , t s t t | y (t ) = yi } = 1 qi t o( t ).
(1.4)
, s > 0 (1.1), (1.2)
x(s 0) = x , x( s) = z ,
pij ( , z / x) ,

P{x(s) [ z, z dz ) | x(s 0) = x} = pij (s, z / x)dz o(dz ).

(1.5)

, a b P xt P< H ,
P xt P sup | x(t ) | , , C ([ ,0])
0

| a(t , , y ) a(t , , y ) | | b(t , , y ) b(t , , y ) | L P P,

(1.6)

| a(t , , y ) | | b(t , , y ) | L(1 P P),

(1.7)
y Y , t J {t | t t0 0} , P P sup | ( ) | , L
0

H . w(t ) w(t , ) , t t0 0 ,

0 (t , ) , E | 0 (t,) |2 < , (1.6), (1.7), '

(1.1)(1.2)

x(t ) x(t , ) . ,

D ,0

P xt P sup | x(t ) | ,
0

D ,0 , .

, t t0 0 .
(1.1) = 0 , b 0 ,
(1.8)
dx(t ) = a(t , x(t ), (t ))dt ,
' [14].
-
.
, , ' (1.1),
(1.2), ,
a(t ,0, y ) = b(t ,0, y ) = 0, t t0 0, y Y .
(1.9)
1.1. ' x t = 0 (1.1), (1.2)

, P0 P H 0 > 0 , p > 0 , q > 0

P xt P< H1 T ( H 0 , , q ) > 0 ,
(1.10)
P{[sup P xt P| t t0 ] < H1 |x , y } >1 p,
0

P{[sup P xt P| t t0 T ] < |x , y } >1 q p,

0 0

(1.11)

1.2. ' x t 0 (1.1), (1.2)

t0 0
P xt PP0 P H 0 ; y0 Y , t0 0,
0

(1.12)

1.1, T (q, ) ,
(1.12).
1.3.
' x t 0 (1.1), (1.2) p( H ) , (1.12),
P{[sup P xt P| t t0 ] < H | x0 , y0 } > 1 p( H ),
(1.13)
p( H ) , , ' x(t ) P xt P< H .
2.

-

(1.1),
m
(t ) R , t t0 0 , (1.3), (1.4), (1.5)

x(t ) x(t , ) Rm
{xt , yt } .
v(t , y, ) , D([ ,0]) , :
i) v G Y , r > > 0
> 0 , v(t , y, ) t t0 , ( y, ) {G { P P r} Y } ;
ii) sup v(t , y, ) v(r ) 0 r 0 ;
yY ,tR
PP r

iii)

inf v(t , y, ) v (r ) r ;

yY ,tR
PP r

iv) E{v(t , (t ), xt ) | xs = , y ( s) = y} ;
v) v (1.1)(1.2)
E{v(t , (t ), xt ) v(s, y, )}
( Lv)(s, y, ).
lim
t s 0
t
2.1.
1
lim E{v(t , (t ), xt )} = h(s, y, ),
t s 0 t

(2.1)

(2.2)

E{v(t , (t ), xt ) | xs = , ( s) = y} = v( s, y, ) E{( Lv)(u , (u ), xu ) | xs = , ( s) = y}du.

(2.3)

F (t , x(t )) = F ( s, x( s )) dF (u , x(u )). , (1.7)

s

( ) [23, 24], E ( ) < . U

U Q Y ( Q D( R ,[ ,0]) , Y
Y ([ ,0]) ). U min{t , U } .
{xs , s } U ,
E{v( U (t ), ( U (t )), x
) | xs , ( s) = y} =
U (t )
U (t )
(2.4)
= v( s, y, ) E{ ( Lv)(u, (u ), xu )du | xs = , ( s) = y}.
m

{x

( t ) , y U ( t ) } ,

[17].
L1 ) (1.3)(1.4) (1.1), (1.2) ,
v
1
( Lv)(s, y, ) = (v( s, y, ), a( s, yi , )) sp(2 v(s, yi , )b( s, yi , ), b( s, yi , ))
s
2
k

[ v( s, y j , z ) pij (s, z / )dz v(s, yi , )]qij ,

(2.5)

j =i

v (

2v
v
v
}
, " ' " , sp .
,...,
) , 2 v {
xi x j i , j =1, m
x1
xn

, yi y j
x( 0) = x( ) = x , (2.5) , ,
k
v
1
(2.6)
( Lv)(s, y, ) = (v, a) sp(2vb, b) [v( s, y j , ) v( s, yi , )]qij .
s
2
j =i
2.1 [17]. (1.1), (1.2)
(1.7), (1.8), i) v). ' x(t ) 0
(1.12).
3. -

2 ,
- (. i)iii))
' x(t ) 0
(1.1), (1.2). [17].
3.1. (1.1)(1.5) :
1) pij ( , z / x)

,
h1 P xt PP zt P h2 P xt P, 0 < h1 < h2 ;

pij ( , z / 0) = ( z );

(3.1)

2) a b (1.6).
L1 > 0 , L2 > 0 , t t0 0
E{P xt P2 | xt = 0 ; (t0 ) = y0 } P0 P2 e

L2

E{P xt P2 | xt = 0 ; (t0 ) = y0 } P0 P2 e
0

(t t0 )

L1(t t0 )

(3.2)

(3.3)

3.2 [17].
' x(t ) 0 (1.1)(1.5)
{xt C ([ ,0]) : a P xt P b}
.


P{xt }dt < .
t0

3.1 ( (1.1)(1.5)) [17].

' x(t ) 0 (1.1)(1.2)
(1.12).
H 0 v : R Y C ([ ,0]) R , ;
sup v(t , y, ) v( r ) 0 r 0 '
yY ,tR ,
PP r

( Lv)(t , y, ) < 0.
. , ,
, -
. , , .

[1] .., ..
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1273-1278, 11. . 1425-1431.
[2] .., .., .. .
.:, 1992. 336 .
[3] .., ..
. .:, 1981. 448 .
[4] .., ..
. .: , 1987. 287 .
[5] .. -
. .: , 1982. 612 .
[6] Korolyuk V.S., Limnios W. Stochastic systems in merging Phase Space. London: World
Scientific, 2006. 331 p.
[7] ..
. .: , 1969. 369 .
[8] .., .. // .
1960. .24, .5. .809-823.
[9] .., .., ..
. : , 2011. 738 .
[10] .., ..
. : , 1992. 328 .
[11] .., .. . :
, 1994. 300 .
[12] ..
. : - , 1998.222.
[13] .., .., ..
//
. 2011. 4. .7994.
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[15] Mao X., Shaikhet L. Delay-dependent stability criteria for stochastic differential delay equations
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I.V. Yurchenko, V.K. Yasynskyy
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Key words: random structure systems, aftereffect, stability, Lyapunov-Krasovskii functionals.

.. , ..
.
(), ,
- .
-
.
: , , ,
-.