Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method

被引:20
|
作者
Pan, Lijun [1 ,2 ]
Cao, Jinde [1 ]
机构
[1] Southeast Univ, Dept Math, Nanjing 210096, Jiangsu, Peoples R China
[2] Jia Ying Univ, Sch Math, Meizhou 514015, Guangdong, Peoples R China
基金
中国国家自然科学基金;
关键词
Razumikhin theorem; stochastic functional differential equations; impulse; M-matrix; Markovian chain; SYSTEMS; THEOREMS; JUMP;
D O I
10.1186/1687-1847-2012-61
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, by using Razumikhin-type technique, we investigate pth moment exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses. Several stability theorems of impulsive hybrid stochastic functional differential equations are derived. It is assumed that the state variables on the impulses can relate to the finite delay. These new results are employed to a class of n-dimensional linear impulsive hybrid stochastic systems with bounded time-varying delay. Moreover, an effective M-matrix method is introduced to study the exponential stability of these hybrid systems. Meanwhile, some examples and simulations are given to show our results.
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页数:18
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