Title of article :
pth Moment exponential stability of impulsive stochastic functional differential equations with Markovian switching
Author/Authors :
Zhu، نويسنده , , Quanxin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
In this paper, the pth moment exponential stability for a class of impulsive stochastic functional differential equations with Markovian switching is investigated. Based on the Lyapunov function, Dynkin formula and Razumikhin technique with stochastic version as well as stochastic analysis theory, many new sufficient conditions are derived to ensure the pth moment exponential stability of the trivial solution. The obtained results show that stochastic functional differential equations with/without Markovian switching may be pth moment exponentially stabilized by impulses. Moreover, our results generalize and improve some results obtained in the literature. Finally, a numerical example and its simulations are given to illustrate the theoretical results.
Journal title :
Journal of the Franklin Institute
Journal title :
Journal of the Franklin Institute