4.5 Article

Existence and uniqueness and stability of solutions for stochastic impulsive systems

期刊

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
卷 20, 期 1, 页码 149-158

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SPRINGER
DOI: 10.1007/s11424-007-9013-6

关键词

It(o)over-cap's formula; Lyapunov-like function; stability; stochastic impulsive system

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This paper studies the existence, uniqueness, and stability of solutions for stochastic impulsive systems. By employing Lyapunov-like functions, some sufficient conditions of the global existence, uniqueness, and stability of solutions for stochastic impulsive systems are established. Furthermore, the results are specialized to the case of linear stochastic impulsive systems. Finally, some examples are given to illustrate the applications of our theory.

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