Abstract

In this short paper, a new stability theorem for neutral stochastic delay differential equations with Markovian switching is investigated by applying stochastic analysis technique and Razumikhin stability approach. A novel criterion of thepth moment exponential stability is derived for the related systems. The feature of the criterion shows that the estimated upper bound for the diffusion operator of Lyapunov function is allowed to be indefinite, even if to be unbounded, which can loosen the constraints of the existing results. Last, an example is provided to illustrate the usefulness and significance of the theoretical results.

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