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.
引用
收藏
页数:18
相关论文
共 50 条
  • [41] Stability Analysis of Stochastic Nonlinear Systems With Delayed Impulses and Markovian Switching
    Li, Haidan
    Zhu, Quanxin
    IEEE ACCESS, 2019, 7 : 21385 - 21391
  • [42] Stability of sets for impulsive functional differential equations via Razumikhin method
    Xie S.
    Shen J.
    Journal of Mathematical Sciences, 2011, 177 (3) : 474 - 486
  • [43] Stability of stochastic functional differential equations with impulses
    Kuang, Hongyu
    Li, Jianli
    APPLIED MATHEMATICS LETTERS, 2023, 145
  • [44] RAZUMIKHIN-TYPE THEOREMS ON MOMENT EXPONENTIAL STABILITY OF FUNCTIONAL DIFFERENTIAL EQUATIONS INVOLVING TWO-TIME-SCALE MARKOVIAN SWITCHING
    Wu, Fuke
    Yin, George
    Wang, Le Yi
    MATHEMATICAL CONTROL AND RELATED FIELDS, 2015, 5 (03) : 697 - 719
  • [45] Practical exponential stability of hybrid impulsive stochastic functional differential systems with delayed impulses
    Yang, Bo
    Ma, Weijun
    Zheng, Yuanshi
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2023, 33 (14) : 8336 - 8356
  • [46] Razumikhin-type Theorems on Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay
    Yang, Zhihao
    Zhu, Enwen
    Xu, Yong
    Tan, Yimin
    ACTA APPLICANDAE MATHEMATICAE, 2010, 111 (02) : 219 - 231
  • [47] pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching
    Yu, Guosheng
    Yang, Wenquan
    Xu, Lu
    Chen, Huabin
    Zhao, Yang
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2018, 49 (06) : 1164 - 1177
  • [48] Razumikhin-type Theorems on Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay
    Zhihao Yang
    Enwen Zhu
    Yong Xu
    Yimin Tan
    Acta Applicandae Mathematicae, 2010, 111 : 219 - 231
  • [49] th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
    Caraballo, Tomas
    Mchiri, Lassaad
    Mohsen, Belfeki
    Rhaima, Mohamed
    COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2021, 102
  • [50] A note on pth moment exponential stability of stochastic delay differential equations with Markovian switching
    Wei, Zhangzhi
    Wu, Zheng
    Hu, Ling
    Wang, Lianglong
    2017 32ND YOUTH ACADEMIC ANNUAL CONFERENCE OF CHINESE ASSOCIATION OF AUTOMATION (YAC), 2017, : 650 - 652