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Kloeden, P.E. and Platen, E. (1992) Numerical Solution of Stochastic Differential Equations. Springer-Verlag, Berlin Heidelberg.

has been cited by the following article:

• TITLE: Razumikhin-Type Theorems on General Decay Stability of Impulsive Stochastic Functional Differential Systems with Markovian Switching

  AUTHORS: Zhiyu Zhan, Caixia Gao

  KEYWORDS: Impulsive Stochastic Functional Differential System, p-th Moment Stability, Almost Sure Stability, Lyapunov-Razumikhin Approach

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.4 No.8, August 29, 2016

  ABSTRACT: In this paper, the Razumikhin approach is applied to the study of both p-th moment and almost sure stability on a general decay for a class of impulsive stochastic functional differential systems with Markovian switching. Based on the Lyapunov-Razumikhin methods, some sufficient conditions are derived to check the stability of impulsive stochastic functional differential systems with Markovian switching. One numerical example is provided to demonstrate the effectiveness of the results.