Journal
STATISTICS & PROBABILITY LETTERS
Volume 80, Issue 23-24, Pages 1854-1862Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2010.08.011
Keywords
Impulsive stochastic functional differential systems; Exponential stability; Exponential instability; Razumikhin technique; Lyapunov function
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Funding
- National Natural Science Foundation of China [60874114]
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In this paper, based on the Razumikhin techniques and Lyapunov functions, several criteria on the global exponential stability and instability of impulsive stochastic functional differential systems are obtained. Our results show that stochastic functional differential systems may be exponentially stabilized by impulses. Two illustrative examples are given to show the effectiveness of the results. (c) 2010 Elsevier B.V. All rights reserved.
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