In this paper, we consider neutralstochasticdelay differential equations with Markovian switching. Our key aim is to establish LaSalle-type stability theorems for the underlying equations. The key techniques used in this paper are the method of Lyapunov functions and the convergence theorem of nonnegative semi-martingales. The key advantage of our new results lies in the fact that our results can be applied to more general non-autonomous equations.
- asymptotic stability
- neutral stochastic delay differential equations
- Markov chain
- generalized It^o formula
- brownian motion