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Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle

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  • Yao, Fengqi
  • Deng, Feiqi
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    Abstract

    In this paper, based on like-Lyapunov functions and comparison principles, several criteria on the exponential stability in terms of two measures of impulsive stochastic functional differential systems with infinite or finite delays are obtained. The results improve and complement those in earlier publications. Two illustrative examples are also discussed to show the effectiveness and generality of our theorems.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 6 ()
    Pages: 1151-1159

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:6:p:1151-1159

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    Related research

    Keywords: Impulsive stochastic functional differential systems; Exponential stability; Stability in terms of two measures; Comparison principle;

    References

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    1. Cheng, Pei & Deng, Feiqi, 2010. "Global exponential stability of impulsive stochastic functional differential systems," Statistics & Probability Letters, Elsevier, Elsevier, vol. 80(23-24), pages 1854-1862, December.
    2. Sakthivel, R. & Luo, J., 2009. "Asymptotic stability of nonlinear impulsive stochastic differential equations," Statistics & Probability Letters, Elsevier, Elsevier, vol. 79(9), pages 1219-1223, May.
    3. Peng, Shiguo & Jia, Baoguo, 2010. "Some criteria on pth moment stability of impulsive stochastic functional differential equations," Statistics & Probability Letters, Elsevier, Elsevier, vol. 80(13-14), pages 1085-1092, July.
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