Boundedness and Exponential Stability of Neutral-type Stochastic Hybrid Systems

Abstract

Neutral-type stochastic hybrid systems, which not only depend on present and past states but also involve derivatives with delay, have been widely concerned. In recent years, exponential stability and boundedness have become two most popular topics in studies of neutral-type stochastic hybrid systems. In existing results, the Lyapunov function in different modes is bounded by the polynomials with the same order, and the diffusion operator acting on a C2,1-function is bounded by a polynomial with the same order of that C2,1-function. To break those limits, two general criteria which are more effective than existing criteria have been obtained in this paper.