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Stability of Stochastic Differential Delay Systems with Delayed Impulses

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  • Yanlei Wu

Abstract

We investigate the stability of stochastic delay differential systems with delayed impulses by Razumikhin methods. Some criteria on the pth moment and almost sure exponential stability are obtained. It is shown that an unstable stochastic delay system can be successfully stabilized by delayed impulses. Moreover, it is also shown that if a continuous dynamic system is stable, then, under some conditions, the delayed impulses do not destroy the stability of the systems. The effectiveness of the proposed results is illustrated by two examples.

Suggested Citation

  • Yanlei Wu, 2014. "Stability of Stochastic Differential Delay Systems with Delayed Impulses," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:481971
    DOI: 10.1155/2014/481971
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    References listed on IDEAS

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    1. Fengqi Yao & Feiqi Deng & Pei Cheng, 2013. "Exponential Stability of Impulsive Stochastic Functional Differential Systems with Delayed Impulses," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-8, April.
    2. Fengqi Yao & Feiqi Deng & Pei Cheng, 2013. "Exponential Stability of Impulsive Stochastic Functional Differential Systems with Delayed Impulses," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
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