EXISTENCE AND ASYMPTOTIC STABILITY OF AN IMPULSIVE STOCHASTIC DIFFERENTIAL EQUATION

DYNAMIC SYSTEMS AND APPLICATIONS（2017）

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摘要

In this paper, we give necessary conditions for the existence and asymptotic stability of a mild solution for the impulsive stochastic differential equation. It is shown that the impulsive stochastic differential equation has a mild solution and the solution is asymptotically stable in the p-th moment.

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关键词

impulsive stochastic,asymptotic stability,differential equation

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