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Analysis on the stability in distribution of a class of impulsive stochastic functional differential equations. (Chinese. English summary) Zbl 1463.34309

Summary: In this paper, we study the stability in distribution of a class of impulsive stochastic functional differential equations. By means of the weak convergence approach, the Itô’s formula and some stochastic analysis techniques, we obtain a sufficient condition for a class of impulsive stochastic functional differential equations to be stable in distribution and present an example to illustrate the effectiveness of the result which generalizes the corresponding result of the stability of stochastic functional differential equations.

MSC:

34K50 Stochastic functional-differential equations
34K20 Stability theory of functional-differential equations
34K45 Functional-differential equations with impulses
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