Exponential stability of stochastic differential delay systems with delayed impulse effects

被引:12
作者
Wu, Xiaotai [1 ,2 ]
Yan, Litan [1 ]
Zhang, Wenbing [1 ]
Tang, Yang [3 ]
机构
[1] Donghua Univ, Sch Informat Sci & Technol, Shanghai 201620, Peoples R China
[2] Anhui Polytech Univ, Dept Math, Wuhu 241000, Anhui, Peoples R China
[3] Potsdam Inst Climate Impact Res, Potsdam, Germany
基金
中国国家自然科学基金;
关键词
delays; differential equations; exponential distribution; method of moments; stochastic processes; ASYMPTOTIC STABILITY; MOMENT STABILITY; TIME-DELAY; EQUATIONS; STABILIZATION; CRITERIA;
D O I
10.1063/1.3638037
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this paper, we investigate the stability of stochastic delay differential systems with delayed impulses by Razumikhin methods. Some criteria on the pth moment exponential stability are obtained. It is shown that if a stochastic delay differential system is exponentially stable, then under some conditions, its stability is robust or weaken with respect to delayed impulses. Moreover, it is also shown that an unstable stochastic delay system can be successfully stabilized by delayed impulses. The effectiveness of the proposed results is illustrated by three examples. (C) 2011 American Institute of Physics. [doi:10.1063/1.3638037]
引用
收藏
页数:14
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