Finite time stability of a class of stochastic switched systems

This paper considers the finite time stability of a class of stochastic switched systems, First, the concept of finite time stability is extended to stochastic switched systems. Then, by using common Lyapunov function and multiple Lyapunov functions theory, two sufficient conditions for finite time stability of stochastic switched systems are presented. Finally, a numerical example is provided to illustrate the theoretical results.