Stability analysis of time-varying neutral stochastic hybrid delay system

Abstract

This note analyses the stochastic stability for time-varying neutral stochastic hybrid delay system, which includes the stability in pth (p≥2)-moment, the asymptotical stability in pth (p≥2 )-moment, the exponential stability in pth (p≥2 )-moment, and the almost surely exponential stability. One modified version of generalized delay integral inequality, the Lyapunov-Krasovskii function and the stochastic analysis are used. The proposed methodology can surmount the analytical difficulty, which stems from the coexistence of neutral term, stochastic disturbance, bounded time-varying delay and a sign-changed time-varying coefficient in the diffusion condition. An example is given to show the effectiveness of the theoretical results obtained.