Exponential stability of impulsive stochastic functional differential equations |
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Authors: | Lijun Pan |
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Institution: | a School of Mathematics, Jia Ying University, Meizhou Guangdong, 514015, PR China b Department of Mathematics, Southeast University, Nanjing 210096, PR China |
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Abstract: | In this paper, we investigate the pth moment and almost sure exponential stability of impulsive stochastic functional differential equations with finite delay by using Lyapunov method. Several stability theorems of impulsive stochastic functional differential equations with finite delay are derived. These new results are employed to impulsive stochastic equations with bounded time-varying delays and stochastically perturbed equations. Meanwhile, an example and simulations are given to show that impulses play an important role in pth moment and almost sure exponential stability of stochastic functional differential equations with finite delay. |
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Keywords: | Brownian motion Stochastic functional differential equations Delay Impulse |
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