Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems (Q1040384)
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scientific article; zbMATH DE number 5637610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems |
scientific article; zbMATH DE number 5637610 |
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Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems (English)
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24 November 2009
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One considers a stochastic differential system subjected to impulse Markov switchings. By using the method of Lyapunov functions one studies the asymptotic \(p\)-stability, the asymptotic stochastic stability and mean square exponential stability.
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stochastic dynamic system
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autonomous system
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Markov switching
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asymptotic stability in probability
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\(p\)-stability
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0.9821242
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0.90859205
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0.89912486
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0.89836705
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0.8976711
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0.89659655
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