Abstract
A new integral inequality method is put forward to analyze the general decay stability for Markovian switching neutral stochastic functional differential systems. At first, in order to get around the dynamic analyses difficulty induced by the coinstantaneous presence of neutral term, Markovian switching and Brownian motion noise, an new integral inequality as a powerful tool is gained. Then, based on the integral inequality, general decay stability in the sense of pth(p>0) moment and the almost sure can be taken out by utilizing the nonnegative semimartingale convergence theorem and Lyapunov stability theory. The obtained results can be especially applied to two special types of neutral stochastic differential systems that have been studied in the literature. Finally, an example has been performed to verify the obtained analytical results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
