Impulsive stabilization of stochastic differential equations with time delays

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Abstract

In this paper, the impulsive stabilization of stochastic differential equations with time delays is investigated. By establishing a delay differential inequality and using the stochastic analysis technique, some sufficient conditions for mean square exponential stability are obtained. It is shown that an unstable stochastic delay system can be successfully stabilized by impulses. An example is also discussed to illustrate the efficiency of the obtained results.

Keywords

Impulsive stabilization
Stochastic delay differential equation
Differential inequality

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The work is supported by the National Natural Science Foundation of China under Grants 11101367, 11271270 and 11101298.