Mean square stability analysis of impulsive stochastic differential equations with delays

Authors:
Jun Yang;Shouming Zhong;Wenpin Luo
Affiliations:
College of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China;College of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China;Department of Mathematics, Sichuan University of Science and Engineering, Zigong, Sichuan, 643000, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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Abstract

In this article, based on Lyapunov-Krasovskii functional method and stochastic analysis theory, we obtain some new criteria ensuring mean square stability of trivial solution of a class of impulsive stochastic differential equations with delays. As an application, a class of stochastic impulsive neural network with delays has been discussed. One illustrative example has been provided to show the effectiveness of our results.