Impulsive stabilization of stochastic functional differential equations

被引：62

作者：

Liu, Jun ^{[1
]}

Liu, Xinzhi ^{[1
]}

Xie, Wei-Chau ^{[2
]}

机构：

[1] Univ Waterloo, Dept Appl Math, Waterloo, ON N2L 3G1, Canada

[2] Univ Waterloo, Dept Civil & Environm Engn, Waterloo, ON N2L 3G1, Canada

来源：

APPLIED MATHEMATICS LETTERS | 2011年 / 24卷 / 03期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Impulsive control; Impulsive stabilization; Stochastic delay differential equation; Lyapunov exponent; Exponential stability; Lyapunov-Razumikhin method; SYSTEMS; DELAY;

D O I：

10.1016/j.aml.2010.10.001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper investigates impulsive stabilization of stochastic delay differential equations. Both moment and almost sure exponential stability criteria are established using the Lyapunov-Razumikhin method. It is shown that an unstable stochastic delay system can be successfully stabilized by impulses. The results can be easily applied to stochastic systems with arbitrarily large delays. An example with its numerical simulation is presented to illustrate the main results. (C) 2010 Elsevier Ltd. All rights reserved.

引用

页码：264 / 269

页数：6

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