| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5471652 | Applied Mathematics Letters | 2017 | 8 Pages |
Abstract
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 pth 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.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Danhua He, Yumei Huang,