Existence and Uniqueness and Stability of Solutions for Stochastic Impulsive Systems

被引：0
作者：
Bin Liu
Xinzhi Liu
Xiaoxin Liao
机构：
[1] Huazhong University of Science and Technology,Department of Control Science and Engineering
[2] Zhuzhou Institute of Technology,Department of Information and Computation Science
[3] University of Waterloo,Department of Applied Mathematics
来源：
Journal of Systems Science and Complexity | 2007年 / 20卷
关键词：
Itô’s formula; Lyapunov-like function; stability; stochastic impulsive system;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper studies the existence, uniqueness, and stability of solutions for stochastic impulsive systems. By employing Lyapunov-like functions, some sufficient conditions of the global existence, uniqueness, and stability of solutions for stochastic impulsive systems are established. Furthermore, the results are specialized to the case of linear stochastic impulsive systems. Finally, some examples are given to illustrate the applications of our theory.
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页码：149 / 158
页数：9
相关论文
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