Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Abstract In this paper, stochastic functional differential equations with impulses are considered. By employing Gronwall-Bellman inequality, the stochastic analytic technique and the properties of operator semigroup, the sufficient con...

Positive results are derived concerning the long time dynamics of fixed stepsize numerical simulations of stochastic differential equation systems with Markovian switching. Euler–Maruyama and implicit theta-method discretizations are shown to capture exponential mean-square stability for all sufficiently small timesteps under appropriate conditions. Moreover, the decay rate, as measured by the ...

The mean-square stability of stochastic Markovian jumping systems with variable delay is investigated in this paper. Based on Lyapunov-Krasovskii functional (LKF) method, new stability criteria are presented by applying generalized Finsler lemma (GFL). Convex analysis property is applied to use the information of the time-varying delay such that the worst-case enlargement for variable delay is ...