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Zbl 1114.93092
Wu, Huijun; Sun, Jitao
$p$-Moment stability of stochastic differential equations with impulsive jump and Markovian switching. (English)
[J] Automatica 42, No. 10, 1753-1759 (2006). ISSN 0005-1098

Summary: 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 Lyapunov function method. An example is also discussed to illustrate the efficiency of the obtained results.

MSC 2000:: *93E03 General theory of stochastic systems
93C15 Control systems governed by ODE
93E15 Stochastic stability
93C10 Nonlinear control systems
60H10 Stochastic ordinary differential equations

Keywords: stochastic differential equation; impulsive jump; Markovian switching; $p$-moment stability; Lyapunov function

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