一类脉冲随机微分系统的几乎必然指数稳定性

Almost Surely Exponential Stability for a Class of Impulsive Stochastic Differential Systems
Stochastic Differential Systems

摘要: 研究了一类脉冲随机微分系统几乎必然指数稳定性问题.利用Lyapunov函数法和随机分析理论,得到了系统随几乎必然指数稳定和不稳定的条件.基于该条件,探讨了其在灰色脉冲随机微分系统上的应用.

Abstract: The almost surely exponential stability for a class of impulsive stochastic differential systems was investigated.By using Lyapunov function method and stochastic analysis theory,the conditions for the almost surely exponential stability and instability were obtained and their applications to grey impulsive stochastic differential systems were discussed.