A note on pth moment exponential stability of stochastic delay differential equations with Markovian switching

摘要

In this paper, we will develop pth moment stability criteria for stochastic delay differential equation with Markovian switching. A new sufficient condition is derived to guarantee the pth moment stability by matrix inequality technique and Lyapunov-Krasovskii functional. The result extend the Theorem 7.23 in Mao.