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Asymptotical p-Moment Stability of Stochastic Impulsive Differential Equations and Its Application in Impulsive Control
Authors:NIU Yu-Jun XU Wei  LI Hong-Wu
Institution:1.Department of Mathematics and Statistics, Nanyang Normal University, Nanyang 473061, China ;2.Department of Applied Mathematics, Northwestern Polytechnical;University, Xi'an 710127, China
Abstract:In this paper, the asymptotical p-moment stability of stochastic impulsivedifferential equations is studied, and a comparison theory to ensure the asymptotical p-moment stability for trivial solution of this system is established, from which we can find out whether a stochastic impulsive differential system is stable just from a deterministic comparison system. As an application of this theory, we control the chaos of stochastic Chen system using impulsive method, and a stable region is deduced too. Finally, numericalsimulations verify the feasibility of our method.
Keywords:p-moment stability  impulsive  white-noise  stochastic differential equations
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