Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates

Fubo Zhu, Zhengzhi Han and Junfeng Zhang

International Journal of Systems Science, 2015, vol. 46, issue 13, 2474-2480

Abstract: This paper is concerned with the moment exponential stability analysis of Markovian jump stochastic differential equations. The equations under consideration are more general, whose transition jump rates matrix Q is not precisely known. Sufficient conditions for testing the stability of such equations are established, and some numerical examples to illustrate the effectiveness of our results are presented.

Date: 2015
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DOI: 10.1080/00207721.2013.871370

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