Exponential stability of impulsive stochastic functional differential equations

被引：90

作者：

Pan, Lijun ^{[2
]}

Cao, Jinde ^{[1
]}

机构：

[1] Southeast Univ, Dept Math, Nanjing 210096, Peoples R China

[2] Jia Ying Univ, Sch Math, Meizhou 514015, Guangdong, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2011年 / 382卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Brownian motion; Stochastic functional differential equations; Delay; Impulse; RAZUMIKHIN-TYPE THEOREMS; MILD SOLUTIONS; DELAY SYSTEMS; UNIQUENESS; EXISTENCE; CRITERIA;

D O I：

10.1016/j.jmaa.2011.04.084

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate the pth moment and almost sure exponential stability of impulsive stochastic functional differential equations with finite delay by using Lyapunov method. Several stability theorems of impulsive stochastic functional differential equations with finite delay are derived. These new results are employed to impulsive stochastic equations with bounded time-varying delays and stochastically perturbed equations. Meanwhile, an example and simulations are given to show that impulses play an important role in pth moment and almost sure exponential stability of stochastic functional differential equations with finite delay. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：672 / 685

页数：14

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