Title
Stability analysis of a class of stochastic differential delay equations with nonlinear impulsive effects
Abstract
In this paper, we study stability of a class of stochastic differential delay equations with nonlinear impulsive effects. First, we establish the equivalent relation between the stability of this class of stochastic differential delay equations with impulsive effects and that of a corresponding stochastic differential delay equations without impulses. Then, some sufficient conditions ensuring various stabilities of the stochastic differential delay equations with impulsive effects are obtained. Finally, two examples are also discussed to illustrate the efficiency of the obtained results.
Year
DOI
Venue
2010
10.1016/j.jfranklin.2010.04.017
Journal of the Franklin Institute
Keywords
Field
DocType
Stability,Stochastic differential equations,Delay,Impulsive effects
Differential equation,Mathematical optimization,Nonlinear system,Stochastic stability,Control theory,Mathematical analysis,Stochastic differential equation,Differential algebraic equation,Distributed parameter system,Stochastic partial differential equation,Delay differential equation,Mathematics
Journal
Volume
Issue
ISSN
347
7
0016-0032
Citations 
PageRank 
References 
41
2.06
11
Authors
3
Name
Order
Citations
PageRank
Chunxiang Li1412.40
Jitao Sun275266.95
Ruoyan Sun3766.11