stability and stabilization of impulsive stochastic delay differential equations稳定和稳定的脉冲随机延迟微分方程.pdfVIP

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2012, Article ID 176375, 16 pages doi:10.1155/2012/176375 Research Article Stability and Stabilization of Impulsive Stochastic Delay Differential Equations Kaining Wu and Xiaohua Ding Department of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, China Correspondence should be addressed to Kaining Wu, kainingwu@163.com Received 6 February 2012; Revised 27 March 2012; Accepted 27 March 2012 Academic Editor: Zhijian Ji Copyright q 2012 K. Wu and X. Ding. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We consider the stability and stabilization of impulsive stochastic delay differential equations ISDDEs. Using the Lyapunov-Razumikhin method, we obtain the sufficient conditions to guarantee the pth moment exponential stability of ISDDEs. Then the almost sure exponential stability is considered and the sufficient conditions of the almost sure exponential stability are obtained. Moreover, the stabilization problem of ISDDEs is studied and the criterion on impulsive stabilization of ISDDEs is established. At last, examples are presented to illustrate the correctness of our results. 1. Introduction In recent years, the systems with stochastic or impulsive effects were studied by many authors due to their importance in many branches of science and industry, see 1–10 and references therein. In practice, a given system may be with stochastic, delay and impulsive effects simultaneously, so it is necessary to investigate the properties of impulsive stochastic delay differential equations. The