Automatica, Vol.42, No.10, 1753-1759, 2006
p-Moment stability of stochastic differential equations with impulsive jump and Markovian switching*
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. (C) 2006 Elsevier Ltd. All rights reserved.
Keywords:stochastic differential equation;impulsive jump;Markovian switching;p-moment stability;Liapunov function