General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching

Abstract

The p-th moment and almost sure stability with general decay rate of the exact solutions of neutral stochastic differential delayed equations with Markov switching are investigated under given conditions. Two examples are provided to support the conclusions.

Key words： Neutral stochastic differential delayed equations with Markov switching (NSDDEswMS); global solution; general decay rate; p-th moment stability; almost sure stability

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