Mean Square Finite-Time Stability of Stochastic Functional Korteweg-De Vries-Burgers Equations Driven by Lévy Noise

In this paper, we focus on the mean-square finitestability of stochastic functional Korteweg-de Vries-Burgers equation driven by Lévy noise. By utilizing the LyapunovKrasovskii functional, Wirtinger inequality, Lévy-Itô formula, the criteria are presented to guarantee the mean-square finite-time stability, and two numerical simulations are provided to verify the effectiveness of theoretical result. Compared to previous studies, this paper extends the noise to Lévy perturbations and the stability conclusions to finite-time stable.