Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708790 | Applied Mathematics Letters | 2011 | 6 Pages |
Abstract
This paper investigates impulsive stabilization of stochastic delay differential equations. Both moment and almost sure exponential stability criteria are established using the Lyapunov–Razumikhin method. It is shown that an unstable stochastic delay system can be successfully stabilized by impulses. The results can be easily applied to stochastic systems with arbitrarily large delays. An example with its numerical simulation is presented to illustrate the main results.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Jun Liu, Xinzhi Liu, Wei-Chau Xie,