Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:479

Article

Liu, Lei^1,2  Mao, Xuerong³  Cao, Jinde¹ 

[1] Southeast Univ, Sch Math, Nanjing 210096, Jiangsu, Peoples R China

[2] Hohai Univ, Coll Sci, Nanjing 210098, Jiangsu, Peoples R China

[3] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland

关键词: Vector Lyapunov function;    Razumikhin-type theorem;    Input-to-state stability;    Exponential stability;    Stochastic functional differential systems;   

DOI  :  10.1016/j.jmaa.2019.07.037

来源: Elsevier

【 摘 要 】

This paper is concerned with input-to-state stability of SFDSs. By using stochastic analysis techniques, Razumikhin techniques and vector Lyapunov function method, vector Razumikhin-type theorem has been established on input-to-state stability for SFDSs. Novel sufficient criteria on the pth moment exponential input-to-state stability are obtained by the established vector Razumikhin-type theorem. When input is zero, an improved criterion on exponential stability is obtained. Two examples are provided to demonstrate validity of the obtained results. (C) 2019 Elsevier Inc. All rights reserved.

【 授权许可】

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