脉冲随机微分方程的a.s.指数稳定性

The almost surely exponential stability of stochastic differential equations with impulse effect

基于It?随机微积分理论,运用Lyapunov函数的方法,Borel-Cantelli引理及随机分析技巧得到了带脉冲随机微分方程零解a.s.指数稳定的条件.

This paper is devoted to the stability of stochastic differential equations with impulse effect. Based on the theory of Itσ＇s stochastic calulus, the almost surely exponential stability of stochastic differential equations with impulse effect is ad- dressed. By employing the method of vector Lyapunov functions, Borel - Cantelli lemma and some techinques in stochastic a- nalysis some sufficient conditions for the almost surely exponential stability are established.