Mean square stability for controlled hybrid neutral stochastic differential equations with infinite delay

摘要

In this article, we investigate the existence and uniqueness of solution of controlled hybrid neutral stochastic differential equations with infinite delay (HNSFDEswID). It is known that the time lag generated by the controller in each discrete observation must be different. The controlled HNSFDEswID are affected by the variable delay induced by the control function, the infinite time delay, and the highly nonlinear coefficients of the systems itself, which makes our problem more sophisticated. Different from the classical Khasminskii‐type conditions in the literature, we provide some sufficient conditions for the mean square and almost sure exponential stability for controlled HNSFDEswID by using the M$$ M $$‐matrix technique and a suitable Lyapunov functional. In this sense, the main contributions of our results, compared with those in the literature, are the infinite time delay, the neutral term, and the new Lyapunov functions. Finally, we illustrate our results by a numerical example.