Exponential stability of neutral stochastic delay differential equations with Markovian switching

14Citations
Citations of this article
5Readers
Mendeley users who have this article in their library.

Abstract

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

Cite

CITATION STYLE

APA

Xu, Y., & He, Z. (2016). Exponential stability of neutral stochastic delay differential equations with Markovian switching. Applied Mathematics Letters, 52, 64–73. https://doi.org/10.1016/j.aml.2015.08.019

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free