Stability in distribution of neutral stochastic differential delay equations with Markovian switching

• DOI: 10.1016/j.spl.2009.04.006
• Publication Date: 2009-05-05T04:58:29Z
• Authors: Jianhai Bao; Zhenting Hou; Chenggui Yuan
• Keywords: Delay differential equation

Abstract In this work, we are concerned with neutral stochastic differential delay equations with Markovian switching (NSDDEwMSs). We derive sufficient conditions for stability in distribution and generalize some results of Basak et al. and Yuan et al. to cover a class of much more general NSDDEwMSs. In the end, two examples are established to demonstrate the theory of our work.