In this paper, several new Razumikhin-type theorems for impulsive stochastic functional differential equations are studied by applying stochastic analysis techniques and Razumikhin stability approach. By developing a new comparison principle for stochastic version, some novel criteria of the pth moment integral input-to-state stability and input-to-state stability are derived for the related systems. The feature of the criteria shows that time-derivatives of the Razumikhin functions are allowed to be indefinite, even unbounded, which can loosen the constraints of the existing results. Finally, some examples are given to illustrate the usefulness and significance of the theoretical results.

On the pth moment integral input-to-state stability and input-to-state stability criteria for impulsive stochastic functional differential equations

Karimi H. R.
2019-01-01

Abstract

In this paper, several new Razumikhin-type theorems for impulsive stochastic functional differential equations are studied by applying stochastic analysis techniques and Razumikhin stability approach. By developing a new comparison principle for stochastic version, some novel criteria of the pth moment integral input-to-state stability and input-to-state stability are derived for the related systems. The feature of the criteria shows that time-derivatives of the Razumikhin functions are allowed to be indefinite, even unbounded, which can loosen the constraints of the existing results. Finally, some examples are given to illustrate the usefulness and significance of the theoretical results.
2019
impulsive stochastic functional differential equation; input-to-state stability; integral input-to-state stability; Razumikhin theorem
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1102972
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 27
  • ???jsp.display-item.citation.isi??? 27
social impact