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Exponential stability of impulsive stochastic functional differential systems. (English) Zbl 1242.93109
Summary: This paper is concerned with stabilization of impulsive stochastic delay differential systems. Based on the Razumikhin techniques and Lyapunov functions, several criteria on $p$th moment and almost sure exponential stability are established. Our results show that stochastic functional differential systems may be exponentially stabilized by impulses.

MSC:
93D05Lyapunov and other classical stabilities of control systems
93E20Optimal stochastic control (systems)
60H30Applications of stochastic analysis
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Full Text: DOI
References:
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