Robustness of Stability of Stochastic Differential Delay Equations with Markovian Switching

摘要

In this paper we discuss stochastic differential delay equations with Markovian switching. Such an equation can be regarded as the result of several stochastic differential delay equations switching from one to the others according to the movement of a Markov chain. The main aim of this paper is to investigate the robustness of exponential stability of the equations. The criteria obtained in this paper are described in terms of M-matrices and they can be so conveniently verified that the results in this paper should be proved to be very useful in applications.