Title :
Razumikhin-Type Theorems on
th Moment Exponential Stability of Impulsive Stochastic Delay Differential Equations
Author :
Peng, Shiguo ; Zhang, Yun
Author_Institution :
Fac. of Autom., Guangdong Univ. of Technol., Guangzhou, China
Abstract :
This note develops Razumikhin-type theorems on pth moment exponential stability for general impulsive stochastic delay differential equations. Some applications are also given to some special types of impulsive stochastic delay differential equations. Two examples illustrate the effectiveness of the proposed results.
Keywords :
asymptotic stability; delays; differential equations; stochastic systems; Razumikhin type theorems; exponential stability; impulsive stochastic delay differential equations; Added delay; Biomedical imaging; Control engineering; Delay effects; Differential equations; Eigenvalues and eigenfunctions; Evolution (biology); Filtration; Lyapunov method; Random variables; Stability; Stability criteria; Stochastic processes; $p$th moment exponential stability; Impulsive stochastic delay differential equations; Razumikhin-type theorem;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2010.2049775