Journal
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
Volume 382, Issue 2, Pages 672-685Publisher
ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jmaa.2011.04.084
Keywords
Brownian motion; Stochastic functional differential equations; Delay; Impulse
Categories
Funding
- National Natural Science Foundation of China [60874088]
- Natural Science Foundation of Jiangsu Province of China [BK2009271]
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In this paper, we investigate the pth moment and almost sure exponential stability of impulsive stochastic functional differential equations with finite delay by using Lyapunov method. Several stability theorems of impulsive stochastic functional differential equations with finite delay are derived. These new results are employed to impulsive stochastic equations with bounded time-varying delays and stochastically perturbed equations. Meanwhile, an example and simulations are given to show that impulses play an important role in pth moment and almost sure exponential stability of stochastic functional differential equations with finite delay. (C) 2011 Elsevier Inc. All rights reserved.
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