Paper Info
Title
Stability of impulsive stochastic differential equations with Markovian switching.
Abstract
In this paper, we study the pth moment exponential stability of impulsive stochastic differential equations with Markovian switching by applying Lyapunov stability theory, Dynkin’s formula and matrix inequality technique, some new conditions are derived to guarantee the exponential stability of the equilibrium solution. An example is also given to explain our results.
Year
DOI
Venue
2014
10.1016/j.aml.2014.04.008
Applied Mathematics Letters
Keywords
Field
DocType
Brownian motion,Matrix inequality,Exponential stability,Impulse effects,Markovian switching systems
Mathematical optimization,Matrix (mathematics),Mathematical analysis,Lyapunov stability,Stochastic differential equation,Markovian switching,Exponential stability,Brownian motion,Mathematics,Stability theory
Journal
Volume
ISSN
Citations 
35
0893-9659
5
PageRank 
References 
Authors
0.50
4
2
Name
Order
Citations
PageRank
Yan Xu1355.06
Zhimin He253635.90