Stability analysis of a class of stochastic differential delay equations with nonlinear impulsive effects

In this paper, we study stability of a class of stochastic differential delay equations with nonlinear impulsive effects. First, we establish the equivalent relation between the stability of this class of stochastic differential delay equations with impulsive effects and that of a corresponding stochastic differential delay equations without impulses. Then, some sufficient conditions ensuring various stabilities of the stochastic differential delay equations with impulsive effects are obtained. Finally, two examples are also discussed to illustrate the efficiency of the obtained results.