Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems

作者：

Highlights：

• A new integral inequality is proposed which covers the results in the recent literature.

• The new integral inequality is used to obtain the general decay stability in pth(p > 0) moment and almost sure for Markovian switching neutral stochastic functional differential systems.

• Two applications of obtained results on nonlinear Markovian switching neutral stochastic systems are discussed.

摘要

•A new integral inequality is proposed which covers the results in the recent literature.•The new integral inequality is used to obtain the general decay stability in pth(p > 0) moment and almost sure for Markovian switching neutral stochastic functional differential systems.•Two applications of obtained results on nonlinear Markovian switching neutral stochastic systems are discussed.

论文关键词：Neutral delay systems,Markovian switching,General decay,Stochastic stability

论文评审过程：Received 2 November 2020, Revised 28 February 2021, Accepted 12 March 2021, Available online 31 March 2021, Version of Record 31 March 2021.

论文官网地址：https://doi.org/10.1016/j.amc.2021.126205