p-Moment stability of stochastic differential equations with impulsive jump and Markovian switching

Authors:
Huijun Wu;Jitao Sun
Affiliations:
Department of Mathematics, Tongji University, Shanghai 200092, PR China;Department of Mathematics, Tongji University, Shanghai 200092, PR China
Venue:
Automatica (Journal of IFAC)
Year:
2006

Citing 3
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Abstract

This paper introduces some new concepts of p-moment stability for stochastic differential equations with impulsive jump and Markovian switching. Some stability criteria of p-moment stability for stochastic differential equations with impulsive jump and Markovian switching are obtained by using Liapunov function method. An example is also discussed to illustrate the efficiency of the obtained results.