DocumentCode
1726000
Title
p-moment stability of impulsive stochastic differential systems and its application in grey stochastic delay systems
Author
Su, Chun-hua ; Luo, Dang
Author_Institution
Coll. of Math. & Inf. Sci., Xinyang Normal Univ., Xinyang, China
fYear
2011
Firstpage
820
Lastpage
826
Abstract
In this paper, we investigate the p-moment stability of impulsive stochastic functional differential systems. By using Lyapunov function method and stochastic analysis theory, some novel criteria of p-moment stability are obtained and their applications to grey stochastic delay systems are discussed. An example is used to illustrate the effectiveness and convenience of the presented criteria.
Keywords
Lyapunov methods; delay systems; grey systems; stability; stochastic systems; Lyapunov function method; grey stochastic delay systems; impulsive stochastic differential systems; impulsive stochastic functional differential systems; p-moment stability; stochastic analysis theory; grey stochastic delay systems; impulsive; p-moment stability; stochastic differential systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Grey Systems and Intelligent Services (GSIS), 2011 IEEE International Conference on
Conference_Location
Nanjing
Print_ISBN
978-1-61284-490-9
Type
conf
DOI
10.1109/GSIS.2011.6044042
Filename
6044042
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