On \(p\)th moment exponential stability of stochastic differential equations with Markovian switching and time-varying delay

DOI10.1186/s13660-015-0657-9zbMath1383.60049OpenAlexW2065624805WikidataQ59435534 ScholiaQ59435534MaRDI QIDQ2405771

Xue Tian, Enwen Zhu, Yueheng Wang

Publication date: 26 September 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-015-0657-9

zbMATH Keywords

Markovian switchingtime-varying delay\(p\)th moment exponential stabilitygeneralized Halanay inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

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