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Stability of Impulsive Stochastic Delay Systems with Markovian Switched Delay Effects

Author

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  • Wei Hu

    (School of Mathematics and Physics, Jiangsu University of Technology, Changzhou 213001, China)

Abstract

In this paper, we investigate the p th moment exponential stability of impulsive stochastic delay systems with Markovian switched delay effects. The model we consider here is rather different from the models in the existing literature. In particular, the delay is a Markov chain, which is quite different from the traditional deterministic delay. By using the Markov chain theory, stochastic analysis theory, Razumikhin technology and the Lyaponov method, we derive a criterion of p th moment exponential stability for the suggested system. Finally, an example is provided to illustrate the effectiveness of the obtained result.

Suggested Citation

  • Wei Hu, 2022. "Stability of Impulsive Stochastic Delay Systems with Markovian Switched Delay Effects," Mathematics, MDPI, vol. 10(7), pages 1-12, March.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:7:p:1110-:d:782875
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    References listed on IDEAS

    as
    1. Mao, Xuerong, 1999. "Stability of stochastic differential equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 45-67, January.
    2. Lembke B., 1918. "√ a. p," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 111(1), pages 709-712, February.
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    Cited by:

    1. Quanxin Zhu, 2022. "Nonlinear Systems: Dynamics, Control, Optimization and Applications to the Science and Engineering," Mathematics, MDPI, vol. 10(24), pages 1-2, December.
    2. Natalya O. Sedova & Olga V. Druzhinina, 2023. "Exponential Stability of Nonlinear Time-Varying Delay Differential Equations via Lyapunov–Razumikhin Technique," Mathematics, MDPI, vol. 11(4), pages 1-15, February.
    3. Qilong Sun & Haitao Li, 2022. "Robust Stabilization of Impulsive Boolean Control Networks with Function Perturbation," Mathematics, MDPI, vol. 10(21), pages 1-12, October.

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