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Exponential Stability of Impulsive Stochastic Functional Differential Systems

Author

Listed:
  • Zheng Wu
  • Hao Huang
  • Lianglong Wang

Abstract

This paper is concerned with stabilization of impulsive stochastic delay differential systems. Based on the Razumikhin techniques and Lyapunov functions, several criteria on pth moment and almost sure exponential stability are established. Our results show that stochastic functional differential systems may be exponentially stabilized by impulses.

Suggested Citation

  • Zheng Wu & Hao Huang & Lianglong Wang, 2012. "Exponential Stability of Impulsive Stochastic Functional Differential Systems," Abstract and Applied Analysis, John Wiley & Sons, vol. 2012(1).
  • Handle: RePEc:wly:jnlaaa:v:2012:y:2012:i:1:n:678536
    DOI: 10.1155/2012/678536
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    References listed on IDEAS

    as
    1. Shiguo Peng & Liping Yang, 2010. "Global Exponential Stability of Impulsive Functional Differential Equations via Razumikhin Technique," Abstract and Applied Analysis, John Wiley & Sons, vol. 2010(1).
    2. Shiguo Peng & Liping Yang, 2010. "Global Exponential Stability of Impulsive Functional Differential Equations via Razumikhin Technique," Abstract and Applied Analysis, Hindawi, vol. 2010, pages 1-11, February.
    3. 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.
    4. 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.
    5. 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.
    6. Irada A. Dzhalladova & Jaromír Baštinec & Josef Diblík & Denys Y. Khusainov, 2011. "Estimates of Exponential Stability for Solutions of Stochastic Control Systems with Delay," Abstract and Applied Analysis, John Wiley & Sons, vol. 2011(1).
    7. Zhanhua Yu, 2011. "Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations," Abstract and Applied Analysis, John Wiley & Sons, vol. 2011(1).
    8. J. Diblík & A. Zafer, 2011. "On Stability of Linear Delay Differential Equations under Perron's Condition," Abstract and Applied Analysis, Hindawi, vol. 2011, pages 1-9, April.
    9. J. Diblík & A. Zafer, 2011. "On Stability of Linear Delay Differential Equations under Perron′s Condition," Abstract and Applied Analysis, John Wiley & Sons, vol. 2011(1).
    10. Zhanhua Yu, 2011. "Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations," Abstract and Applied Analysis, Hindawi, vol. 2011, pages 1-14, August.
    11. Sakthivel, R. & Luo, J., 2009. "Asymptotic stability of nonlinear impulsive stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1219-1223, May.
    12. Irada A. Dzhalladova & Jaromír Baštinec & Josef Diblík & Denys Y. Khusainov, 2011. "Estimates of Exponential Stability for Solutions of Stochastic Control Systems with Delay," Abstract and Applied Analysis, Hindawi, vol. 2011, pages 1-14, May.
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    Cited by:

    1. Zheng Wu & Hao Huang & Lianglong Wang, 2013. "Stochastic Delay Population Dynamics under Regime Switching: Permanence and Asymptotic Estimation," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    2. Zheng Wu & Hao Huang & Lianglong Wang, 2013. "Stochastic Delay Population Dynamics under Regime Switching: Global Solutions and Extinction," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    3. Pei Cheng & Fengqi Yao & Mingang Hua, 2014. "Stability Analysis of Impulsive Stochastic Functional Differential Equations with Delayed Impulses via Comparison Principle and Impulsive Delay Differential Inequality," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    4. Chunxiang Li & Fangshu Hui & Fangfei Li, 2023. "Stability of Differential Systems with Impulsive Effects," Mathematics, MDPI, vol. 11(20), pages 1-23, October.

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