Instability of stochastic differential systems with impulsive effects

Abstract

This paper considers the problem of the instability issues of stochastic differential systems with impulsive effects. Definitions of instability including almost sure exponential instability, pth moment exponential instability and pth moment instability are given. By using the Lyapunov functions, the comparison theorem and the average impulsive interval condition, several instability criteria are established. Three examples are given to illustrate the effectiveness of the theoretical results.