Moment exponential stability of stochastic nonlinear delay systems with impulse effects at random times
Wei Hu, Quanxin Zhu · International Journal of Robust and Nonlinear Control · 2018
Summary In this paper, we investigate the pth moment exponential stability for a class of impulsive stochastic functional differential equations with impulses at random times. The impulsive times considered in this paper are random times that are different from those investigated in the existing literature. By using the stochastic process theory, stochastic analysis theory, Razumikhin technique, and Lyapunov method, we obtain some new criteria of the pth moment exponential stability for the related system. Finally, some examples are provided to show the effectiveness of the theoretical results.