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

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  • Kao, Yonggui
  • Zhu, Quanxin
  • Qi, Wenhai

Abstract

In this paper, based on the Lyapunov second method and Razumikin techniques, we establish some novel criteria on pth moment exponential stability, almost exponential stability and instability of impulsive stochastic functional differential equations (ISFDEs) with Markovian switching. The findings show that impulsive stochastic functional equations with Markovian switching can be exponentially stabilized by impulses. Finally, an example is presented to illustrate the effectiveness and efficiency of the obtained results.

Suggested Citation

  • Kao, Yonggui & Zhu, Quanxin & Qi, Wenhai, 2015. "Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 795-804.
    • Handle: RePEc:eee:apmaco:v:271:y:2015:i:c:p:795-804
    DOI: 10.1016/j.amc.2015.09.063
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    References listed on IDEAS

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    1. Mao, Xuerong, 1996. "Razumikhin-type theorems on exponential stability of stochastic functional differential equations," Stochastic Processes and their Applications, Elsevier, vol. 65(2), pages 233-250, December.
    2. Peng, Shiguo & Jia, Baoguo, 2010. "Some criteria on pth moment stability of impulsive stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1085-1092, July.
    3. Cheng, Pei & Deng, Feiqi, 2010. "Global exponential stability of impulsive stochastic functional differential systems," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1854-1862, December.
    4. Sakthivel, R. & Luo, J., 2009. "Asymptotic stability of nonlinear impulsive stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1219-1223, May.
    5. Li, Dingshi & He, Danhua & Xu, Daoyi, 2012. "Mean square exponential stability of impulsive stochastic reaction-diffusion Cohen–Grossberg neural networks with delays," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(8), pages 1531-1543.
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    Cited by:

    1. Chen, Weimin & Zhang, Baoyong & Ma, Qian, 2018. "Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 93-105.
    2. Fu, Xiaozheng & Zhu, Quanxin & Guo, Yingxin, 2019. "Stabilization of stochastic functional differential systems with delayed impulses," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 776-789.
    3. Suriguga, Ma & Kao, Yonggui & Hyder, Abd-Allah, 2020. "Uniform stability of delayed impulsive reaction–diffusion systems," Applied Mathematics and Computation, Elsevier, vol. 372(C).
    4. He, Danhua & Xu, Liguang, 2022. "Boundedness analysis of stochastic delay differential equations with Lévy noise," Applied Mathematics and Computation, Elsevier, vol. 421(C).
    5. Feng, Lichao & Liu, Lei & Wu, Zhihui & Liu, Qiumei, 2021. "Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems," Applied Mathematics and Computation, Elsevier, vol. 394(C).
    6. Shen, Mouquan & Ye, Dan, 2017. "A finite frequency approach to control of Markov jump linear systems with incomplete transition probabilities," Applied Mathematics and Computation, Elsevier, vol. 295(C), pages 53-64.
    7. Chunxiang Li & Fangshu Hui & Fangfei Li, 2023. "Stability of Differential Systems with Impulsive Effects," Mathematics, MDPI, vol. 11(20), pages 1-23, October.

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