Boundedness and stability of nonlinear hybrid neutral stochastic delay differential equation with Lévy jumps under different structures

Abstract

This paper investigates the boundedness and stability of a class of nonlinear hybrid neutral stochastic differential delay systems with Lévy jumps and different structures. The coefficients in this system satisfy the local Lipschitz condition and a suitable Khasminskii-type condition, and the state space of the system is separated into two subsets, the existence uniqueness, asymptotic boundedness, and exponential stability of the system are obtained by designing a new Lyapunov function and applying the M-matrix technique as well as dealing with the non-differentiable delay function. Different with the existing work, we not only consider the neutral term, but also the case of the delay function being bounded and non-differentiable. At last, numerical examples are performed to manifest the obtained results.