Exponential stability of impulsive stochastic functional differential equations

Exponential stability of impulsive stochastic functional differential equations
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脉冲随机泛函微分方程的指数稳定性

DOI:
10.1016/j.jmaa.2011.04.084
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发表时间:
2011-10
影响因子:
1.3
通讯作者:
Cao, Jinde
Cao, Jinde
中科院分区:
数学3区
文献类型:
--
作者:
Pan, Lijun;Cao, Jinde

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本文利用Lyapunov方法研究了有限时滞脉冲随机泛函微分方程的p阶矩和几乎确定的指数稳定性。推导了有限时滞脉冲随机泛函微分方程的几个稳定性定理。这些新结果被应用于具有有限时变延迟的脉冲随机方程和随机扰动方程。同时,通过算例和仿真表明,脉冲对有限时滞随机泛函微分方程的p阶矩和指数稳定性具有重要作用。
In this paper, we investigate thepth 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 inpth moment and almost sure exponential stability of stochastic functional differential equations with finite delay.
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