Stability Analysis for a Class of Stochastic Differential Equations with Impulses

Mingli Xia, Linna Liu (), Jianyin Fang () and Yicheng Zhang
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Mingli Xia: School of Electric and Information Engineering, Zhongyuan University of Technology, Zhengzhou 450007, China
Linna Liu: School of Electric and Information Engineering, Zhongyuan University of Technology, Zhengzhou 450007, China
Jianyin Fang: School of Electric and Information Engineering, Zhongyuan University of Technology, Zhengzhou 450007, China
Yicheng Zhang: School of Mathematical and Computational Science, Hunan University of Science and Technology, Xiangtan 411201, China

Mathematics, 2023, vol. 11, issue 6, 1-10

Abstract: This paper is concerned with the problem of asymptotic stability for a class of stochastic differential equations with impulsive effects. A sufficient criterion on asymptotic stability is derived for such impulsive stochastic differential equations via Lyapunov stability theory, bounded difference condition and martingale convergence theorem. The results show that the impulses can facilitate the stability of the stochastic differential equations when the original system is not stable. Finally, the feasibility of our results is confirmed by two numerical examples and their simulations.

Keywords: stochastic differential equations; impulses; asymptotic stability (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17)

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