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Zbl 1205.60110
Cheng, Pei; Deng, Feiqi
Global exponential stability of impulsive stochastic functional differential systems. (English)
[J] Stat. Probab. Lett. 80, No. 23-24, 1854-1862 (2010). ISSN 0167-7152

Summary: Based on 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.
MSC 2000:
*60H10 Stochastic ordinary differential equations

Keywords: impulsive stochastic functional differential systems; exponential stability; exponential instability; Razumikhin technique; Lyapunov function

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