Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching.(English)Zbl 1143.60041

Summary: The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.

MSC:

 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 34K20 Stability theory of functional-differential equations 34K50 Stochastic functional-differential equations 93E15 Stochastic stability in control theory
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