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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:
93E03General theory of stochastic systems
93C15Control systems governed by ODE
93E15Stochastic stability
93C10Nonlinear control systems
60H10Stochastic ordinary differential equations
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References:
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