Stability of Neutral Stochastic Dynamic Systems with Markovian Switching

Abstract

Neutral stochastic dynamic systems have received broad attention, because the problems are not only great theoretical significance, but also have played an important role in many ways such as engineering control, finance, communication equipment, social science, etc. In this paper, we consider stability of neutral stochastic partial differential dynamic systems with Markovian switching. Some new sufficient conditions proving the stability in mean square of this neutral stochastic dynamic systems are derived by employing the fixed point approach. Some well-known results are improved and generalized.