Stability and Stabilization of Impulsive Stochastic Delay Differential Equations

We consider the stability and stabilization of impulsive stochastic delay differential equations (ISDDEs). Using the Lyapunov‐Razumikhin method, we obtain the sufficient conditions to guarantee the p th moment exponential stability of ISDDEs. Then the almost sure exponential stability is considered and the sufficient conditions of the almost sure exponential stability are obtained. Moreover, the stabilization problem of ISDDEs is studied and the criterion on impulsive stabilization of ISDDEs is established. At last, examples are presented to illustrate the correctness of our results.