A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching

Yinfang Song, Quan Yin and Yi Shen

International Journal of Systems Science, 2015, vol. 46, issue 8, 1401-1410

Abstract: This paper is concerned with neutral stochastic delay differential equations with Markovian switching (NSDDEs-MS). A kind of ψ − function is introduced and some criteria on the attractor for the product of the ψ − function are obtained. By the new criteria, the almost sure stability with the general decay rate of NSDDEs-MS could be examined, including the exponential stability and the polynomial stability. Finally, an example is provided to illustrate the applications of our results clearly.

Date: 2015
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DOI: 10.1080/00207721.2013.822254

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