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

This paper focuses on moment exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching. In contrast to the progress in the literature, this work provides new criteria for moment exponential stability and new methods for computing momen...

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Bibliographic Details
Published in:Systems & control letters 2023-03, Vol.173, p.105457, Article 105457
Main Authors: Tran, Ky Q., Yin, George
Format: Article
Language:English
Subjects:
Exponential stability
Impulsive perturbation
Markovian switching
Stochastic functional differential equation
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Summary:This paper focuses on moment exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching. In contrast to the progress in the literature, this work provides new criteria for moment exponential stability and new methods for computing moment Lyapunov exponents of impulsive stochastic functional differential equations with Markovian switching. The effects of impulsive perturbations are revealed. Several examples are provided to demonstrate the effectiveness of our criteria.
ISSN:0167-6911
1872-7956
DOI:10.1016/j.sysconle.2023.105457