Lyapunov Conditions for Finite-time Stability of Stochastic Functional Systems
摘要
In this study, we consider the finite time stability (FTS) and finite time contractive stability (FTCS) of the stochastic functional systems. For the framework of Lyapunov-Ruzumikhin method, the sufficient conditions of FTS and FTCS are given first. Then the theory is applied to FTS and FTCS of linear time-varying stochastic functional systems. Finally, experiments on the numerical examples have demonstrated the superiority of the proposed method.