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

DOI10.1016/j.amc.2015.09.063zbMath1410.34213OpenAlexW2178147744MaRDI QIDQ1732245

Wenhai Qi, Quanxin Zhu, Yong-Gui Kao

Publication date: 22 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.09.063

zbMATH Keywords

instabilityexponential stabilityMarkovian switchingimpulsivestochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional-differential equations with impulses (34K45) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (34)

Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching ⋮ Existence of solutions for fractional stochastic impulsive neutral functional differential equations with infinite delay ⋮ The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects ⋮ Ultimate boundedness theorems for impulsive stochastic differential systems with Markovian switching ⋮ Almost periodic solution for a new type of neutral impulsive stochastic Lasota-Wazewska timescale model ⋮ The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems ⋮ Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems ⋮ Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems ⋮ Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters ⋮ Stabilization and destabilization of impulsive Markovian switching systems via periodic stochastic controls and impulsive controls ⋮ \(p\)th-moment stability of stochastic functional differential equations with Markovian switching and impulsive control ⋮ Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump ⋮ Stability analysis of impulsive stochastic functional differential equations ⋮ Moment exponential stability of stochastic delay systems with delayed impulse effects at random times and applications in the stabilisation of stochastic neural networks ⋮ Asymptotic stability in distribution of stochastic systems with semi-Markovian switching ⋮ Robust mean square stability of delayed stochastic generalized uncertain impulsive reaction-diffusion neural networks ⋮ Unnamed Item ⋮ Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects ⋮ Controllability of fractional impulsive neutral stochastic functional differential equations via Kuratowski measure of noncompactness ⋮ Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming ⋮ A finite frequency approach to control of Markov jump linear systems with incomplete transition probabilities ⋮ Stability of impulsive delay differential equations ⋮ Almost periodic oscillations for delay impulsive stochastic Nicholson's blowflies timescale model ⋮ A class of impulsive stochastic parabolic functional differential equations and their asymptotics ⋮ Persistence and ergodicity of plant disease model with Markov conversion and impulsive toxicant input ⋮ Stabilization of stochastic functional differential systems with delayed impulses ⋮ Finite‐Time H_∞ Filtering for Nonlinear Continuous‐Time Singular Semi‐Markov Jump Systems ⋮ Uniform stability of delayed impulsive reaction-diffusion systems ⋮ Stability analysis of semi-Markov switched stochastic systems ⋮ Stability analysis of impulsive stochastic delayed differential systems with unbounded delays ⋮ Almost sure stability of discrete-time nonlinear Markovian jump delayed systems with impulsive signals ⋮ Razumikhin-type theorem for pth exponential stability of impulsive stochastic functional differential equations based on vector Lyapunov function ⋮ Boundedness analysis of stochastic delay differential equations with Lévy noise ⋮ Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise

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