Impulsive Stochastic Functional Equations Research Articles

Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching

In this paper, based on the Lyapunov second method and Razumikin techniques, we establish some novel criteria on pth moment exponential stability, almost exponential stability and instability of impulsive stochastic functional differential equations (ISFDEs) with Markovian switching. The findings show that impulsive stochastic functional equations with Markovian switching can be exponentially stabilized by impulses. Finally, an example is presented to illustrate the effectiveness and efficiency of the obtained results.