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
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;
Conference_Titel :
Grey Systems and Intelligent Services (GSIS), 2011 IEEE International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-61284-490-9
DOI :
10.1109/GSIS.2011.6044042
