New Criteria on Asymptotic Stability of Stochastic Differential Systems via Impulsive Control

This brief is concerned with the stability issue for stochastic differential systems (SDSs). Some new criteria on asymptotic stability are established for SDSs with impulsive control based on Lyapunov stability theory, bounded difference sequences and martingale convergence theorems. The efficiency of the theory is demonstrated by two examples, i.e., a Chua’s circuit system and a numerical example, which show that the designed impulse controller can stabilize the SDSs.