A New Stability Criterion for Neutral Stochastic Delay Differential Equations with Markovian Switching

Wei Hu

Mathematical Problems in Engineering, 2018, vol. 2018, 1-8

Abstract:

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 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.

Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2018/7814974.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2018/7814974.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:7814974

DOI: 10.1155/2018/7814974

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().