pth moment exponential stability of neutral stochastic differential equations driven by Lévy noise

In this paper, we investigate the problem of the pth moment exponential stability of neutral stochastic differential equations driven by Lévy noise. Using Ito's formula with jumps and the method of stochastic analysis, some sufficient conditions are established guaranteeing the pth moment stability of neutral stochastic differential equations driven by Lévy noise. An example is provided to illustrate the effectiveness and the merits of the presented method.