2012
DOI: 10.1186/1687-1847-2012-61
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Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method

Abstract: In this article, by using Razumikhin-type technique, we investigate pth moment exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses. Several stability theorems of impulsive hybrid stochastic functional differential equations are derived. It is assumed that the state variables on the impulses can relate to the finite delay. These new results are employed to a class of n-dimensional linear impulsive hybrid stochastic systems with bounded time-varying… Show more

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Cited by 22 publications
(27 citation statements)
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“…In this article, we will further study the stability of hybrid stochastic differential systems with delayed impulses by average impulsive interval approach and Lyapunov function method. The obtained results theoretically and numerically prove to be less conservative and more convenient to be applied than those Razumikhin‐type conditions in . It should be mentioned that this paper is enlightened in part by the works of Wu et al about exponential stability of impulsive stochastic delay differential systems.…”
Section: Introductionmentioning
confidence: 69%
“…In this article, we will further study the stability of hybrid stochastic differential systems with delayed impulses by average impulsive interval approach and Lyapunov function method. The obtained results theoretically and numerically prove to be less conservative and more convenient to be applied than those Razumikhin‐type conditions in . It should be mentioned that this paper is enlightened in part by the works of Wu et al about exponential stability of impulsive stochastic delay differential systems.…”
Section: Introductionmentioning
confidence: 69%
“…Comparing the results listed in Table 2 with those in the recent literature, we crisply see that the proposed results have less conservatism in this example. Therefore, the resulting stability criterion in this paper is truly much better than those of [9,[11][12][13]16]. With F 1 = diag{0, 0, 0, 0}, by solving LMIs in Corollary 3.3, the purpose of this example is to calculate the MADBs of τ 2 such that the considered delayed system (56) is asymptotically stable for given τ 1 and μ.…”
Section: Numerical Examplesmentioning
confidence: 99%
“…Recently, much progress has been achieved in the study of NNs with time delays [1][2][3]. It is well known that, according to dependence on the size of the delays, the stability criteria are usually classified into two types, the delay-independent stability criteria [6,7] and delaydependent stability criteria [8][9][10][11][12][13][14][15][16]. As a result, the delay-dependent stability criteria have received much attention from the researchers because they are concerned with the size of the delay and provide less conservative results than delay-independent criteria.…”
Section: Introductionmentioning
confidence: 99%
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