p-moment stability of stochastic impulsive differential equations and its application in impulsive control

The exponential p-moment stability of stochastic impulsive differential equations is addressed. A new theorem to ensure the p-moment stability is established for the trivial solution of the stochastic impulsive differential system. As an application of the theorem proposed, the problem of controlling chaos of Lorenz system which is excited by parameter white-noise excitation is considered using impulsive control method. Finally, numerical simulation results are given to verify the feasibility of our approach.

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