IEEE Transactions on Automatic Control, Vol.55, No.8, 1917-1922, 2010
Razumikhin-Type Theorems on pth Moment Exponential Stability of Impulsive Stochastic Delay Differential Equations
This note develops Razumikhin-type theorems on pth moment exponential stability for general impulsive stochastic delay differential equations. Some applications are also given to some special types of impulsive stochastic delay differential equations. Two examples illustrate the effectiveness of the proposed results.
Keywords:Impulsive stochastic delay differential equations;pth moment exponential stability;Razumikhin-type theorem