\(p\)-th moment exponential stability of stochastic differential equations with impulse effect

DOI10.1007/s11432-011-4250-7zbMath1267.93178OpenAlexW1967071310MaRDI QIDQ350935

Jitao Sun, Lijuan Shen

Publication date: 3 July 2013

Published in: Science China. Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11432-011-4250-7

zbMATH Keywords

stochastic differential equationsimpulse\(p\)-th moment exponential stabilityvector Lyapunov functions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and storage functions (93D30) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15)

Related Items (11)

Stability of stochastic functional differential equations with impulses by an average approach ⋮ Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise ⋮ Stability of impulsive stochastic differential equations in terms of two measures via perturbing Lyapunov functions ⋮ Exponential stability of impulsive stochastic functional differential systems ⋮ Unnamed Item ⋮ Stability of hybrid stochastic differential systems with switching and time delay ⋮ Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process ⋮ Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion ⋮ Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion ⋮ Exponential stability of impulsive stochastic delay differential systems ⋮ Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion

Cites Work

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