A note on pth moment exponential stability of stochastic delay differential equations with Markovian switching

作者：Wei Zhangzhi; Wei Zhangzhi; Wu Zheng^*; Hu Ling; Wang Lianglong

来源：32nd Youth Academic Annual Conference of Chinese Association of Automation, YAC 2017, 2017-05-19 To 2017-05-21.

DOI：10.1109/YAC.2017.7967490

• delay
• Lyapunov-Krasovskii functionals
• Markovian switching
• Matrix inequality
• Moment stability
• Pth moment exponential stability
• Stochastic delay differential equations

In this paper, we will develop pth moment stability criteria for stochastic delay differential equation with Markovian switching. A new sufficient condition is derived to guarantee the pth moment stability by matrix inequality technique and Lyapunov-Krasovskii functional. The result extend the Theorem 7.23 in Mao [1].

• 出版日期2017
• 单位安徽大学