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

Academic Article

Abstract

  • 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. © 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
  • Authors

    Published In

    Digital Object Identifier (doi)

    Pubmed Id

  • 8942756
  • Author List

  • Li C; Sun J; Sun R
  • Start Page

  • 1186
  • End Page

  • 1198
  • Volume

  • 347
  • Issue

  • 7