Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching

作者:

Highlights:

摘要

In this paper, based on the Lyapunov second method and Razumikin techniques, we establish some novel criteria on pth moment exponential stability, almost exponential stability and instability of impulsive stochastic functional differential equations (ISFDEs) with Markovian switching. The findings show that impulsive stochastic functional equations with Markovian switching can be exponentially stabilized by impulses. Finally, an example is presented to illustrate the effectiveness and efficiency of the obtained results.

论文关键词:Impulsive,Stochastic functional differential equation,Markovian switching,Exponential stability,Instability

论文评审过程:Received 11 June 2015, Revised 17 September 2015, Accepted 19 September 2015, Available online 12 November 2015, Version of Record 12 November 2015.

论文官网地址:https://doi.org/10.1016/j.amc.2015.09.063