Ultimate boundedness theorems for impulsive stochastic differential systems with Markovian switching

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• 作者：Danhua He^a ; ^{danhuahe@126.com} ; Yumei Huang^b
• 关键词：Impulsive ; Stochastic ; Markovian switching ; Exponential ultimate boundedness
• 刊名：Applied Mathematics Letters
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：65
• 期：Complete
• 页码：40-47
• 全文大小：776 K
• 卷排序：65

文摘

This paper is concerned with ultimate boundedness analysis of impulsive stochastic differential systems (ISDSs) with Markovian switching. Using the generalized Itô formula, Lyapunov function and matrix inequality technique, several criteria for global ppth moment exponential ultimate boundedness are derived. The finding shows that unbounded stochastic differential systems with Markovian switching can be made into bounded systems by impulses.