pth Moment exponential stability of impulsive stochastic functional differential equations with Markovian switching

2014 ◽  
Vol 351 (7) ◽  
pp. 3965-3986 ◽  
Author(s):  
Quanxin Zhu
2019 ◽  
Vol 17 (1) ◽  
pp. 689-699 ◽  
Author(s):  
Xiaozhi Zhang ◽  
Chenggui Yuan

Abstract This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability results for the time-changed stochastic functional differential equations with Markovian switching. What’s more, we get many useful stability results by applying our new results to several important types of functional differential equations. Finally, an example is given to demonstrate the effectiveness of the main results.


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