Some criteria on pth moment stability of impulsive stochastic functional differential equations

By using Lyapunov-Razumikhin method, some criteria on pth moment stability and pth moment asymptotical stability of impulsive stochastic functional differential equations are obtained. An example is also presented to illustrate the efficiency of our results.

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Bibliographic Details
Published inStatistics & probability letters Vol. 80; no. 13-14; pp. 1085 - 1092
Main Authors Peng, Shiguo, Jia, Baoguo
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier 01.07.2010
SeriesStatistics & Probability Letters
Subjects
Distribution theory
Exact sciences and technology
General topics
Impulsive stochastic functional differential equations pth moment stability pth moment asymptotic stability Razumikhin-type technique
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Stochastic analysis
Impulsive stochastic functional differential
Statistical moment
Probability theory
Lyapunov method
Stochastic stability
pth moment asymptotic stability
Razumikhin-type technique
Functional
Statistical method
equations
Asymptotic stability
pth moment stability
Numerical stability
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Summary:By using Lyapunov-Razumikhin method, some criteria on pth moment stability and pth moment asymptotical stability of impulsive stochastic functional differential equations are obtained. An example is also presented to illustrate the efficiency of our results.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2010.03.002