Asymptotical p-Moment Stability of Stochastic Impulsive Differential Equations and Its Application in Impulsive Control

Abstract

In this paper, the asymptotical p-moment stability of stochastic impulsive differential equations is studied, and a comparison theory to ensure the asymptotical p-moment stability for trivial solution of this system is established, from which we can find out whether a stochastic impulsive differential system is stable just from a deterministic comparison system. As an application of this theory, we control the chaos of stochastic Chen system using impulsive method, and a stable region is deduced too. Finally, numerical simulations verify the feasibility of our method.