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Some criteria on pth moment stability of impulsive stochastic functional differential equations

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  • Peng, Shiguo
  • Jia, Baoguo

Abstract

By using Lyapunov-Razumikhin method, some criteria on pth moment stability and pth moment asymptotical stability of impulsive stochastic functional differential equations are obtained. An example is also presented to illustrate the efficiency of our results.

Suggested Citation

  • Peng, Shiguo & Jia, Baoguo, 2010. "Some criteria on pth moment stability of impulsive stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1085-1092, July.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:13-14:p:1085-1092
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    References listed on IDEAS

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    1. Song, Qiankun & Wang, Zidong, 2008. "Stability analysis of impulsive stochastic Cohen–Grossberg neural networks with mixed time delays," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3314-3326.
    2. Xu, Liguang & Xu, Daoyi, 2009. "Exponential p-stability of impulsive stochastic neural networks with mixed delays," Chaos, Solitons & Fractals, Elsevier, vol. 41(1), pages 263-272.
    3. Sakthivel, R. & Luo, J., 2009. "Asymptotic stability of nonlinear impulsive stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1219-1223, May.
    4. Mao, Xuerong, 1996. "Razumikhin-type theorems on exponential stability of stochastic functional differential equations," Stochastic Processes and their Applications, Elsevier, vol. 65(2), pages 233-250, December.
    5. Wang, Xiaohu & Guo, Qingyi & Xu, Daoyi, 2009. "Exponential p-stability of impulsive stochastic Cohen–Grossberg neural networks with mixed delays," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1698-1710.
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    Cited by:

    1. Lijun Pan & Jinde Cao & Yong Ren, 2020. "Impulsive Stability of Stochastic Functional Differential Systems Driven by G-Brownian Motion," Mathematics, MDPI, vol. 8(2), pages 1-16, February.
    2. Zhu, Dejun, 2022. "Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 199(C), pages 307-316.
    3. Ting Cai & Pei Cheng, 2021. "Stability Analysis of Discrete-Time Stochastic Delay Systems with Impulses," Mathematics, MDPI, vol. 9(4), pages 1-15, February.
    4. Cheng, Pei & Deng, Feiqi, 2010. "Global exponential stability of impulsive stochastic functional differential systems," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1854-1862, December.
    5. Kao, Yonggui & Zhu, Quanxin & Qi, Wenhai, 2015. "Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 795-804.
    6. Yao, Fengqi & Deng, Feiqi, 2012. "Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1151-1159.

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