Impulsive stabilization of stochastic differential equations with time delays
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. (C) 2012 Elsevier Ltd. All rights reserved.
impulsive stabilization differential inequality stochastic delay differential equation