In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalize...

Recently, we initiated in [Systems Control Lett., 26 (1995), pp. 245–251] the study of exponential stability of neutral stochastic functional differential equations, and in this paper, we shall further our study in this area. We should emphasize that the main technique employed in this paper is the well-known Razumikhin argument and is completely different from those used in our previous paper ...

This paper investigates impulsive stabilization of stochastic delay differential equations. Both moment and almost sure exponential stability criteria are established using the Lyapunov–Razumikhinmethod. It is shown that an unstable stochastic delay system can be successfully stabilized by impulses. The results can be easily applied to stochastic systems with arbitrarily large delays. An exampl...

Abstract Let a be finite signed measure on [ − r , 0 ] with ∈ ( ∞ ) . Consider stochastic process X ϑ t given by linear delay differential equation d = ∫ + u W R where is parameter and standard Wiener process. point this model unstable in the sense that it locally asymptotically Brownian functional certain scalings T satisfying → as A family { : } said to nearly if For every α we prove converge...