Stability Criteria for Impulsive Stochastic Functional Differential Systems With Distributed-Delay Dependent Impulsive Effects
In this short note, we consider time-varying stochastic functional differential systems with distributed-delay dependent impulsive effects. Such systems arise from a large number of applications, such as financial markets and population dynamics. By developing some inequality techniques and then com...
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Published in | IEEE transactions on systems, man, and cybernetics. Systems Vol. 51; no. 3; pp. 2027 - 2032 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
New York
IEEE
01.03.2021
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Subjects | |
Online Access | Get full text |
ISSN | 2168-2216 2168-2232 |
DOI | 10.1109/TSMC.2019.2905007 |
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Abstract | In this short note, we consider time-varying stochastic functional differential systems with distributed-delay dependent impulsive effects. Such systems arise from a large number of applications, such as financial markets and population dynamics. By developing some inequality techniques and then combining stochastic analysis theory, Lyapunov approach, some stability criteria for such systems are established. The feature of the criteria shows that derivatives of the Razumikhin functions are allowed to be indefinite, and the restrictions with respect to the system parameters is very loose. Finally, we carry out two numerical experiments to show the usefulness and significance of the criteria. |
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AbstractList | In this short note, we consider time-varying stochastic functional differential systems with distributed-delay dependent impulsive effects. Such systems arise from a large number of applications, such as financial markets and population dynamics. By developing some inequality techniques and then combining stochastic analysis theory, Lyapunov approach, some stability criteria for such systems are established. The feature of the criteria shows that derivatives of the Razumikhin functions are allowed to be indefinite, and the restrictions with respect to the system parameters is very loose. Finally, we carry out two numerical experiments to show the usefulness and significance of the criteria. |
Author | Zhu, Quanxin Hu, Wei |
Author_xml | – sequence: 1 givenname: Wei orcidid: 0000-0003-3458-3825 surname: Hu fullname: Hu, Wei organization: MOE-LCSM, School of Mathematics and Statistics, Hunan Normal University, Changsha, China – sequence: 2 givenname: Quanxin orcidid: 0000-0003-3130-4923 surname: Zhu fullname: Zhu, Quanxin email: zqx22@126.com organization: MOE-LCSM, School of Mathematics and Statistics, Hunan Normal University, Changsha, China |
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SubjectTerms | Delays Distributed-delay impulsive effect Economic indicators exponential stability History Numerical stability Razumikhin theorem Stability analysis Stability criteria stochastic time-delay system |
Title | Stability Criteria for Impulsive Stochastic Functional Differential Systems With Distributed-Delay Dependent Impulsive Effects |
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