Exponential stability of neutral stochastic delay differential equations with Markovian switching

作者: Yan Xu , Zhimin He

DOI: 10.1016/J.AML.2015.08.019

关键词:

摘要: Abstract In this paper, by using the Lyapunov stability theory, Dynkin’s formula, matrix neutral differential equations theory and stochastic analysis techniques, we study p th moment exponential for delay (NSDDEs) with Markovian switching, ≥ 1 . Some new conditions are derived to obtain of trivial solution. At last, an example is presented show effectiveness proposed results.

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