Stability of solutions to linear impulsive systems of Itô differential equations with aftereffect with respect to initial data in part of variables (Q2358638)

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Stability of solutions to linear impulsive systems of Itô differential equations with aftereffect with respect to initial data in part of variables
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    Stability of solutions to linear impulsive systems of Itô differential equations with aftereffect with respect to initial data in part of variables (English)
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    15 June 2017
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    This paper studies the moment stability of solutions to linear impulsive systems of Itô differential equations with aftereffect with respect to initial data in part of variables. Sufficient conditions for stability are obtained in terms of parameters of these systems. The results obtained are also new for the case of deterministic impulsive differential equations with aftereffect.
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    stochastic differential equations
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    impulsive differential equations
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    moment stability
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