Generalized average dwell time approach to stability and input-to-state stability of hybrid impulsive stochastic differential systems

This paper is concerned with the stability properties of a class of impulsive stochastic differential systems with Markovian switching. Employing the generalized average dwell time (gADT) approach, some criteria on the global asymptotic stability in probability and the stochastic input-to-state stability of the systems under consideration are established. Two numerical examples are given to illustrate the effectiveness of the theoretical results, as well as the effects of the impulses and the Markovian switching on the systems stability. (C) 2016 Elsevier Ltd. All rights reserved.