The pth moment exponential ultimate boundedness of impulsive stochastic differential systems

被引：42

作者：

Xu, Liguang ^{[1
,2
]}

Ge, Shuzhi Sam ^{[2
]}

机构：

[1] Zhejiang Univ Technol, Dept Appl Math, Hangzhou 310023, Zhejiang, Peoples R China

[2] Natl Univ Singapore, Dept Elect & Comp Engn, Singapore 117576, Singapore

来源：

APPLIED MATHEMATICS LETTERS | 2015年 / 42卷

基金：

中国国家自然科学基金;

关键词：

Stochastic; Impulsive; Exponential stability; Exponential ultimate boundedness; APPROXIMATE CONTROLLABILITY; INFINITE DELAY; TIME DELAYS; EQUATIONS; STABILITY; EXISTENCE; STABILIZATION; UNIQUENESS; BEHAVIOR; THEOREMS;

D O I：

10.1016/j.aml.2014.10.018

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate the global pth moment exponential ultimate boundedness of impulsive stochastic differential systems. Using Lyapunov functions and algebraic inequality techniques, some sufficient conditions ensuring the global pth moment exponential ultimate boundedness of the systems are obtained. It is shown that an unstable stochastic differential system can be successfully stabilized by impulses, even more, an unbounded stochastic differential system can be made into a bounded system under a proper impulsive control law. An example is also given to explain our results. (C) 2014 Elsevier Ltd. All rights reserved.

引用

页码：22 / 29

页数：8

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