Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters

Abstract

This note studies the problem of decay-rate-dependent exponential stability for neutral stochastic delay systems with Markovian jumping parameters. First, by introducing an operator D(xt,i) as well as a novel Lyapunov–Krasovskii functional, sufficient conditions for exponential stability of system with a decay rate are obtained. Second, the results are extended to the robust exponential estimates for uncertain neutral stochastic delay systems with Markovian jumping parameters. Finally, numerical examples are provided to show the effectiveness of the proposed results.