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

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Abstract

The p-th moment exponential stability of stochastic differential equations with impulse effect is addressed. By employing the method of vector Lyapunov functions, some sufficient conditions for the p-th moment exponential stability are established. In addition, the usual restriction of the growth rate of Lyapunov function is replaced by the condition of the drift and diffusion coefficients to study the p-th moment exponential stability. Several examples are also discussed to illustrate the effectiremess of the results obtained.

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Authors and Affiliations

  1. Department of Mathematics, Tongji University, Shanghai, 200092, China

    LiJuan Shen & JiTao Sun

  2. Department of Mathematics, Luoyang Normal University, Luoyang, 471022, China

    LiJuan Shen

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  1. LiJuan Shen
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  2. JiTao Sun
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Correspondence to JiTao Sun.

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Shen, L., Sun, J. p-th moment exponential stability of stochastic differential equations with impulse effect. Sci. China Inf. Sci. 54, 1702–1711 (2011). https://doi.org/10.1007/s11432-011-4250-7

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  • DOI: https://doi.org/10.1007/s11432-011-4250-7

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