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

Yonggui Kao, Quanxin Zhu and Wenhai Qi

Applied Mathematics and Computation, 2015, vol. 271, issue C, 795-804

Abstract: 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.

Keywords: Impulsive; Stochastic functional differential equation; Markovian switching; Exponential stability; Instability (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:271:y:2015:i:c:p:795-804

DOI: 10.1016/j.amc.2015.09.063

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