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Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates

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  • Fubo Zhu
  • Zhengzhi Han
  • Junfeng Zhang

Abstract

This paper is concerned with the moment exponential stability analysis of Markovian jump stochastic differential equations. The equations under consideration are more general, whose transition jump rates matrix Q is not precisely known. Sufficient conditions for testing the stability of such equations are established, and some numerical examples to illustrate the effectiveness of our results are presented.

Suggested Citation

  • Fubo Zhu & Zhengzhi Han & Junfeng Zhang, 2015. "Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(13), pages 2474-2480, October.
    • Handle: RePEc:taf:tsysxx:v:46:y:2015:i:13:p:2474-2480
    DOI: 10.1080/00207721.2013.871370
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