Exponential stability of neutral stochastic delay differential equations with Markovian switching

In this paper, by using the Lyapunov stability theory, Dynkin’s formula, matrix theory, neutral differential equations theory and stochastic analysis techniques, we study the ppth moment exponential stability for neutral stochastic delay differential equations (NSDDEs) with Markovian switching, p≥1p≥1. Some new conditions are derived to obtain the ppth moment exponential stability of the trivial solution. At last, an example is presented to show the effectiveness of the proposed results.