Stability analysis for nonautonomous impulsive hybrid stochastic delay systems

In this paper, the problems on the existence and uniqueness, and the input-to-state stability for the global solution of nonlinear nonautonomous impulsive stochastic delay systems with Markovian switching are considered. The existence and uniqueness for the global solution of such systems is studied by using the Lyapunov function, the theory of stochastic analysis, and the function of the impulsive density. In order to overcome the difficulty stemming from the simultaneous presence of the indefinite derivative for the Lyapunov function, the bounded external disturbances, and a nonnegative and bounded time-varying delay, one impulsive generalized Halanay inequality of integral version is established. The input-to-state stability, the integral input-to-state stability, the stochastic input-to-state stability and the eλt(λ>0)-weighted input-to-state stability for the global solution of nonlinear nonautonomous impulsive stochastic delay systems with Markovian switching are investigated, respectively. One example is provided to illustrate the effectiveness of the theoretical results obtained.