Exponential ultimate boundedness and stability of stochastic differential equations with impulese

被引:7
|
作者
Huang, Fang [1 ]
Li, Jianli [1 ]
机构
[1] Hunan Normal Univ Changsha, Sch Math & Stat, Changsha 410081, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
exponentially stability; exponentially ultimate boundedness; Lyapunov direct method; principle of comparison; Razumikhin-type condition; RAZUMIKHIN-TYPE THEOREMS; SYSTEMS;
D O I
10.1002/asjc.2786
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The paper mainly studies globally pth moment exponentially ultimate boundedness and pth moment exponential stability of impulsive stochastic functional differential equations. By using the Lyapunov direct method of Razumikhin-type condition and the principle of comparison, some sufficient conditions for globally pth moment exponentially ultimate boundedness and globally pth moment exponential stability are presented. Theorems require the linear coefficients of the upper bound of Lyapunov differential operators are time-varying functions; this generalizes the previous results. When the time delay is not considered in the system, a unified criterion is given to achieve boundedness and stability when the system is disturbed by stabilizing impulse and destabilizing impulse. It shows that the stochastic differential equation may be unbounded or unstable, and it can be bounded or stable by adding appropriate impulsive perturbation. Finally, we use two examples to illustrate the validity of our results.
引用
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页码:88 / 100
页数:13
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