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$$p$$-Moment stability of stochastic differential equations with impulsive jump and Markovian switching. (English) Zbl 1114.93092
Summary: This paper introduces some new concepts of $$p$$-moment stability for stochastic differential equations with impulsive jump and Markovian switching. Some stability criteria of $$p$$-moment stability for stochastic differential equations with impulsive jump and Markovian switching are obtained by using Lyapunov function method. An example is also discussed to illustrate the efficiency of the obtained results.

##### MSC:
 93E03 Stochastic systems in control theory (general) 93C15 Control/observation systems governed by ordinary differential equations 93E15 Stochastic stability in control theory 93C10 Nonlinear systems in control theory 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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