• DocumentCode
    1485449
  • Title

    Razumikhin-Type Theorems on p 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
  • Volume
    55
  • Issue
    8
  • fYear
    2010
  • Firstpage
    1917
  • Lastpage
    1922
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2010.2049775
  • Filename
    5460917