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

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  • Yinfang Song
  • Quan Yin
  • Yi Shen

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.

Suggested Citation

  • Yinfang Song & Quan Yin & Yi Shen, 2015. "A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(8), pages 1401-1410, June.
    • Handle: RePEc:taf:tsysxx:v:46:y:2015:i:8:p:1401-1410
    DOI: 10.1080/00207721.2013.822254
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    References listed on IDEAS

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    1. Mao, Xuerong & Shen, Yi & Yuan, Chenggui, 2008. "Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1385-1406, August.
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