pth-moment stability of stochastic functional differential equations with Markovian switching and impulsive control

被引:0
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作者
Zhao Li
机构
[1] Chengdu University,College of Computer Science
[2] Sichuan Normal University,V.C. & V.R. Key Lab of Sichuan Province
关键词
th moment stability; Stochastic functional differential equations; Impulsive; Markovian switching; Comparison principle;
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中图分类号
学科分类号
摘要
In this paper, we investigate the problem of pth-moment stability of stochastic functional differential equations with Markovian switching and impulsive control via comparison principle. Employing stochastic analysis theory and an impulsive delay differential inequality, we establish a new comparison principle for stochastic functional differential equations with Markovian switching and impulsive control. Using the comparison principle, we derive sufficient conditions for stochastic functional differential equations with Markovian switching and impulsive control by the stability of impulsive delay differential equations. An example is provided to show the effectiveness of the proposed results.
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