Exponential stability of impulsive stochastic differential equations with Markovian switching

This paper is devoted to moment exponential stability of a class of Markovian switching stochastic differential equations with impulsive perturbations. Taking into consideration the long time behavior of the switching device, we derive explicit criteria for stability and instability. The contribution of the Markovian switching and impulsive perturbations to the stability and instability is revealed. (c) 2022 Elsevier B.V. All rights reserved.

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This paper investigates moment exponential stability of a class of Markovian switching stochastic differential equations with impulsive perturbations. Explicit criteria for stability and instability are derived, and the contributions of Markovian switching and impulsive perturbations to stability and instability are revealed.