Mean Square Stability of Impulsive Stochastic Differential Systems

Mean Square Stability of Impulsive Stochastic Differential Systems

Mean Square Stability of Impulsive Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps

In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalize...

A-stability and Stochastic Mean-square Stability∗

This note extends and interprets a result of Saito and Mitsui [SIAM J. Numer. Anal., 33 (1996), pp. 2254–2267] for a method of Milstein. The result concerns mean-square stability on a stochastic differential equation test problem with multiplicative noise. The numerical method reduces to the Theta Method on deterministic problems. Saito and Mitsui showed that the deterministic A-stability prope...

Exponential Stability of Impulsive Stochastic Delay Differential Systems

This paper investigates the stability of stochastic delay differential systems with two kinds of impulses, that is, destabilizing impulses and stabilizing impulses. Both the pth moment and almost sure exponential stability criteria are established by using the average impulsive interval.When the impulses are regarded as disturbances, a lower bound of average impulsive interval is obtained; it m...

Stability of impulsive stochastic differential delay systems and its application to impulsive stochastic neural networks

In most cases authors are permitted to post their version of the article (e.g. in Word or Tex form) to their personal website or institutional repository. Authors requiring further information regarding Elsevier's archiving and manuscript policies are encouraged to visit: a b s t r a c t This paper is concerned with the stability of n-dimensional stochastic differential delay systems with nonli...