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Stability Analysis of Impulsive Stochastic Functional Differential Equations with Delayed Impulses via Comparison Principle and Impulsive Delay Differential Inequality

Author

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  • Pei Cheng
  • Fengqi Yao
  • Mingang Hua

Abstract

The problem of stability for nonlinear impulsive stochastic functional differential equations with delayed impulses is addressed in this paper. Based on the comparison principle and an impulsive delay differential inequality, some exponential stability and asymptotical stability criteria are derived, which show that the system will be stable if the impulses’ frequency and amplitude are suitably related to the increase or decrease of the continuous stochastic flows. The obtained results complement ones from some recent works. Two examples are discussed to illustrate the effectiveness and advantages of our results.

Suggested Citation

  • 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).
  • Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:710150
    DOI: 10.1155/2014/710150
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    References listed on IDEAS

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    1. Pei Cheng & Zheng Wu & Lianglong Wang, 2012. "New Results on Global Exponential Stability of Impulsive Functional Differential Systems with Delayed Impulses," Abstract and Applied Analysis, John Wiley & Sons, vol. 2012(1).
    2. 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.
    3. 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).
    4. 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).
    5. Pei Cheng & Zheng Wu & Lianglong Wang, 2012. "New Results on Global Exponential Stability of Impulsive Functional Differential Systems with Delayed Impulses," Abstract and Applied Analysis, Hindawi, vol. 2012, pages 1-13, September.
    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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    Cited by:

    1. R. Ezzati & M. Khodabin & Z. Sadati, 2014. "Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).

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