pth Moment stability of impulsive stochastic delay differential systems with Markovian switching

This paper is concerned with the pth moment stability of impulsive stochastic delay differential systems with Markovian switching. By using the Razumikhin-type method, some stability criteria are obtained, which can loosen the constraints of the existing results and thus reduce the conservativeness. Two examples are presented to demonstrate the usefulness of the proposed results.

► We consider the pth moment stability for the impulsive stochastic delay differential systems with Markovian switching. ► Some stability criteria are obtained by using the Razumikhin-type method. ► The constrants of function λ(t) given in this paper are more general than some existing results.