Chen, H.Shi, P.Lim, C.C.2023-10-252023-10-252023IEEE Transactions on Automatic Control, 2023; 68(9):5576-55830018-92861558-2523https://hdl.handle.net/2440/139776This 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.en© 2022 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.Nonlinear neutral stochastic hybrid systemstochastic stabilitytime-varying delaytime-varying systemJournal article10.1109/TAC.2022.32205172023-10-25625796Shi, P. [0000-0001-6295-0405] [0000-0001-8218-586X] [0000-0002-0864-552X] [0000-0002-1358-2367] [0000-0002-5312-5435]Lim, C.C. [0000-0002-2463-9760]