Stability of Stochastic Differential Delay Systems with Delayed Impulses

We investigate the stability of stochastic delay differential systems with delayed impulses by Razumikhin methods. Some criteria on the pth moment and almost sure exponential stability are obtained. It is shown that an unstable stochastic delay system can be successfully stabilized by delayed impuls...

Full description

Saved in:
Bibliographic Details
Main Author: Yanlei Wu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/481971
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We investigate the stability of stochastic delay differential systems with delayed impulses by Razumikhin methods. Some criteria on the pth moment and almost sure exponential stability are obtained. It is shown that an unstable stochastic delay system can be successfully stabilized by delayed impulses. Moreover, it is also shown that if a continuous dynamic system is stable, then, under some conditions, the delayed impulses do not destroy the stability of the systems. The effectiveness of the proposed results is illustrated by two examples.
ISSN:1085-3375
1687-0409