Exponential Stability of Stochastic Differential Equations with Impulse Effects at Random Times

Abstract

Abstract In this paper, we investigate the exponential stability for a class of impulse stochastic differential equations. Different from the previous literature, the impulsive times considered in this paper are random times. By applying stochastic processes theory, stochastic analysis theory and Lyaponov method, we establish several novel exponential stability criteria of the suggested system. Finally, several simple examples are provided to show the validity and significance of the results.