Stability of Impulsive Stochastic Delay Systems with Markovian Switched Delay Effects

Abstract

In this paper, we investigate the pth moment exponential stability of impulsive stochastic delay systems with Markovian switched delay effects. The model we consider here is rather different from the models in the existing literature. In particular, the delay is a Markov chain, which is quite different from the traditional deterministic delay. By using the Markov chain theory, stochastic analysis theory, Razumikhin technology and the Lyaponov method, we derive a criterion of pth moment exponential stability for the suggested system. Finally, an example is provided to illustrate the effectiveness of the obtained result.