Impulsive stabilization of stochastic differential equations with time delays

Impulsive stabilization of stochastic differential equations with time delays

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Article ID: iaor20128637
Volume: 57
Issue: 3-4
Start Page Number: 997
End Page Number: 1004
Publication Date: Feb 2013
Journal: Mathematical and Computer Modelling
Authors: , ,
Keywords: stochastic differential equations, delay time analysis
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.

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