Stability analysis for neutral stochastic delay systems with Markovian switching

Abstract

This paper considers the exponential stability in pth(p≥1) moment and the almost sure exponential stability for neutral stochastic delay systems with Markovian switching. By using the generalized integral inequality and the nonnegative local martingale convergence theorem, the Lyapunov stability results on the exponential stability in pth(p≥1) moment and the almost sure exponential stability for such systems are given when the time-varying delay is a bounded measurable function and the coefficients in the monotonicity condition are time varying. The derived results are illustrated by two examples.