A new stability criterion for neutral stochastic delay differential equations with Markovian switching
type: Item
instance of: scholarly article
title: A new stability criterion for neutral stochastic delay differential equations with Markovian switching
zbMATH Open document ID: 1427.93261
DOI: 10.1155/2018/7814974
author: Wei Hu
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: In this short paper, a new stability theorem for neutral stochastic delay differential equations with Markovian switching is investigated by applying stochastic analysis technique and Razumikhin stability approach. A novel criterion of the \(p\) th moment exponential stability is derived for the related systems. The feature of the criterion shows that the estimated upper bound for the diffusion operator of Lyapunov function is allowed to be indefinite, even if to be unbounded, which can loosen the constraints of the existing results. Last, an example is provided to illustrate the usefulness and significance of the theoretical results.
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 34K20
Mathematics Subject Classification ID: 34K40
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7019490
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/7814974
OpenAlex ID: W2897427937
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Wikidata QID: Q129157451
description: scientific article; zbMATH DE number 7019490