pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching

被引：15

作者：

Yu, Guosheng ^{[1
]}

Yang, Wenquan ^{[1
]}

Xu, Lu ^{[1
]}

Chen, Huabin ^{[2
]}

Zhao, Yang ^{[2
]}

机构：

[1] Jianghan Univ, Sch Math & Comp Sci, Wuhan, Hubei, Peoples R China

[2] Nanchang Univ, Sch Sci, Dept Math, Nanchang, Jiangxi, Peoples R China

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2018年 / 49卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Wiener process; impulsive; neutral; exponential stability; stochastic functional differential equations; Markovian switching; 60H10; 93E03; RAZUMIKHIN-TYPE THEOREMS; SLIDING-MODE CONTROL; ASYMPTOTIC STABILITY; DELAY EQUATIONS; MEAN-SQUARE; SYSTEMS; CRITERIA;

D O I：

10.1080/00207721.2018.1441467

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, the problems on the pth moment and the almost sure exponential stability for a class of impulsive neutral stochastic functional differential equations with Markovian switching are investigated. By using the Lyapunov function, the Razumikhin-type theorem and the stochastic analysis, some new conditions about the pth moment exponential stability are first obtained. Then, by using the Borel-Cantelli lemma, the almost sure exponential stability is also discussed. The results generalise and improve some results obtained in the existing literature. Finally, two examples are given to illustrate the obtained results.

引用

页码：1164 / 1177

页数：14

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