Razumikhin-type theorems for asymptotic stability of impulsive stochastic functional differential systems

Pei Cheng , Feiqi Deng , Xisheng Dai

Journal of Systems Science and Systems Engineering ›› 2010, Vol. 19 ›› Issue (1) : 72 -84.

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Journal of Systems Science and Systems Engineering ›› 2010, Vol. 19 ›› Issue (1) : 72 -84. DOI: 10.1007/s11518-010-5126-x
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Razumikhin-type theorems for asymptotic stability of impulsive stochastic functional differential systems

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Abstract

In this paper, we investigate the pth moment uniformly asymptotic stability of impulsive stochastic functional differential systems by extending some Razumikhin-type theorems. Based on the Lyapunov functions and Razumikhin techniques, some criteria are established and their applications to impulsive stochastic delay systems are proposed. An illustrative example shows the effectiveness of our results.

Keywords

Stochastic functional differential systems / Impulse / Razumikhin theorems / Asymptotic stability

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Pei Cheng, Feiqi Deng, Xisheng Dai. Razumikhin-type theorems for asymptotic stability of impulsive stochastic functional differential systems. Journal of Systems Science and Systems Engineering, 2010, 19(1): 72-84 DOI:10.1007/s11518-010-5126-x

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