Exponential stability of stochastic hybrid differential equations with delayed impulses

Tóm tắt

This paper focuses on the exponential stability of
stochastic differential equations with delayed impulses and Markovian switching. Novel approaches are developed to treat delayed impulses. Particularly, for a given stochastic differential equation and $p>0$, a constant $\theta$ is introduced to summarize the contribution of delayed impulses on the $p$th moment exponential stability.
In contrast to the progress in the literature, this paper provides a new criterion for the moment exponential stability.