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p th Mean Practical Stability for Large-Scale Itô Stochastic Systems with Markovian Switching

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  • Yan Yun
  • Huisheng Shu
  • Yan Che

Abstract

Motivated by the study of a class of large-scale stochastic systems with Markovian switching, this correspondence paper is concerned with the practical stability in the p th mean. By investigating Lyapunov-like functions and the basic comparison principle, some criteria are derived for various types of practical stability in the p th mean of nonlinear stochastic systems. The main contribution of these results is to convert the problem of practical stability in the p th mean of stochastic systems into the one of practical stability of the comparative deterministic systems.

Suggested Citation

  • Yan Yun & Huisheng Shu & Yan Che, 2012. "p th Mean Practical Stability for Large-Scale Itô Stochastic Systems with Markovian Switching," Mathematical Problems in Engineering, Hindawi, vol. 2012, pages 1-11, October.
    • Handle: RePEc:hin:jnlmpe:573439
    DOI: 10.1155/2012/573439
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