Exponential stability of stochastic systems with hysteresis switching

For stochastic systems with state-dependent switching which are motivated by active regions of subsystems, the exponential stability is studied in this paper. Distinct from most of the existing references, the existence of the solution to stochastic switched systems is not given as a priori information but can be proved under some easily verified conditions. By the aid of Dynkin's formula, Itô's formula and exponential martingale inequality, the criteria on moment exponential stability and almost sure exponential stability of the stochastic switched system are established based on Lyapunov-like techniques. Simulation examples are presented to illustrate the validity of the results.