Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems (Q1040384)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems |
scientific article |
Statements
Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems (English)
0 references
24 November 2009
0 references
One considers a stochastic differential system subjected to impulse Markov switchings. By using the method of Lyapunov functions one studies the asymptotic \(p\)-stability, the asymptotic stochastic stability and mean square exponential stability.
0 references
stochastic dynamic system
0 references
autonomous system
0 references
Markov switching
0 references
asymptotic stability in probability
0 references
\(p\)-stability
0 references