Physics Letters A 374 (2010) 1154–1158
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Physics Letters A
www.elsevier.com/locate/pla
Stability analysis of nonlinear stochastic differential delay systems under
impulsive control
Chunxiang Li, Jitao Sun
∗
Department of Mathematics, Tongji University, Shanghai, China
article info abstract
Article history:
Received 26 September 2009
Received in revised form 10 December 2009
Accepted 21 December 2009
Availableonline4January2010
Communicated by A.R. Bishop
Keywords:
Stability
Stochastic system
Delay
Impulsive control
In this Letter, we study the stability of nonlinear stochastic differential delay systems under impulsive
control. First, we construct an impulsive control for a nonlinear stochastic differential delay system. Then,
the equivalent relation between the stability of the nonlinear stochastic differential delay system under
impulsive control and that of a corresponding nonlinear stochastic differential delay system without
impulses is established. Third, some sufficient conditions ensuring various stabilities of the nonlinear
stochastic differential delay systems under impulsive control are obtained. Finally, an example is also
discussed to illustrate the effectiveness of the obtained results.
© 2009 Elsevier B.V. All rights reserved.
1. Introduction
In recent years, impulsive control has attracted the interest of
many researchers due to its extensive application in many fields,
such as orbital transfer of satellite [1], ecosystems management [2],
dosage supply in pharmacokinetics [3], and control of money sup-
ply in a financial market. Impulsive control problems are well de-
scribed by impulsive differential systems. Significant progress has
been made in the theory of impulsive differential systems in re-
cent years (see [4–6] and references therein) and stability is one of
the most fundamental concepts in modern control theory. Since
time delay does exist in many fields of our society, the corre-
sponding stability theory for impulsive delay differential systems
has received important attention in the last years (see [7–12] and
references therein). Moreover, it has also been noticed that many
real world systems and natural processes may be disturbed by
stochastic factors. Therefore, it is necessary to study the stabil-
ity of stochastic differential delay systems under impulsive control
(SDDSI). With respect to the stochastic disturbances, many impor-
tant results of stability for stochastic differential delay systems
(SDDS) have been established since Itô introduced his stochastic
calculus about 50 years ago (see [13–18] and references therein).
However, to the best of our knowledge, there are few stability re-
sults of SDDSI (see [19–24] and references therein). In addition,
the traditional methods to study the stability of SDDS (such as Itô’s
*
Corresponding author. Tel.: +86 21 51030747; fax: +86 21 65982341.
E-mail address: sunjt@sh163.net (J. Sun).
formula, etc.) cannot be used effectively in SDDSI because it is dif-
ficult to deal with when integrating intervals contain impulses.
In this Letter, we aim to discuss the stability problems for non-
linear SDDSI as follows:
⎧
⎪
⎪
⎨
⎪
⎪
⎩
dy(t) = y(t)F
1
(t, y(t), y(t − τ
1
(t)), . . . , y(t − τ
n
(t))) dt
+ y(t)F
2
(t, y(t), y(t − τ
1
(t)), . . . , y(t − τ
n
(t))) dw(t),
t = t
k
,
y(t
+
k
) − y(t
k
) = b
k
y(t
k
), t = t
k
, k ∈ N
where F
j
(t, z
0
, z
1
,...,z
n
) ∈ C(R × R
n
× ··· × R
n
, R) and τ
i
(t) ∈
C(R
+
, R
+
) are Lebesgue measurable and t − τ
i
(t) →∞ as t →∞
( j = 1, 2, i = 1, 2,...,n).
Since both impulsive and stochastic effects exist, it is very dif-
ficult to research the stability of the solution of the above system.
And many previous results on the stability for SDDS may be diffi-
cult and even ineffective for SDDSI. Base on this, in this Letter, we
will establish the equivalence between the stability of given non-
linear SDDSI and that of a corresponding nonlinear SDDS, then give
some sufficient conditions ensuring the various stabilities for these
systems. The interesting result in this Letter is that the stability of
solution of nonlinear SDDSI can be judged by the stability of solu-
tion of a corresponding nonlinear SDDS. Thus, in the one hand the
above mentioned difficulty can be overcome when the impulsive
time lie in the integrating intervals, and on the other hand the ex-
isting stability criteria for nonlinear SDDI can be used to judge the
stability for nonlinear SDDSI when desired conditions achieved.
The Letter is organized as follows. In Section 2,werecallsome
basic notations and preliminary facts which will be used through-
out Section 3. In Section 3, we establish the stability of a non-
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doi:10.1016/j.physleta.2009.12.065