scholarly journals Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems

2013 ◽  
Vol 36 (1) ◽  
pp. 109-120 ◽  
Author(s):  
Shaolin Ji ◽  
Lin Wang ◽  
Shuzhen Yang
Keyword(s):  
Differential Systems ◽  
Bellman Equations ◽  
Functional Differential Systems ◽  
Path Dependent ◽  
Functional Differential ◽  
Hamilton Jacobi Bellman ◽  
Stochastic Functional

scholarly journals Exponential Stability of Impulsive Stochastic Functional Differential Systems

2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
Zheng Wu ◽  
Hao Huang ◽  
Lianglong Wang
Keyword(s):  
Exponential Stability ◽  
Lyapunov Functions ◽  
Differential Systems ◽  
Stochastic Delay ◽  
Almost Sure Exponential Stability ◽  
Functional Differential Systems ◽  
Functional Differential ◽  
Delay Differential Systems ◽  
Delay Differential ◽  
Stochastic Functional

This paper is concerned with stabilization of impulsive stochastic delay differential systems. Based on the Razumikhin techniques and Lyapunov functions, several criteria onpth moment and almost sure exponential stability are established. Our results show that stochastic functional differential systems may be exponentially stabilized by impulses.

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