Existence, Uniqueness, and Almost Sure Exponential Stability of Solutions to Nonlinear Stochastic System with Markovian Switching and Lévy Noises

Abstract

This paper is concerned with existence, uniqueness, and almost sure exponential stability of solutions to nonlinear stochastic system with Markovian switching and Lévy noises. Firstly, the existence and uniqueness of solutions to the system is studied. Then, the almost sure exponential stability of the system is derived. Finally, an example is presented to illustrate the results.