A Novel Approach to Discriminate Mean-Square Exponential Stability of Hybrid Stochastic Delay Differential Systems

A new way of studying nonlinear stochastic delay differential systems with Markov chain is taken in this brief. New explicit identities for the mean square exponential stability of this systems are derived. Subsequently, the corresponding delay-independent and delay-dependent stability theorems are given. Finally, an example is provided to illustrate the validity.

Automated summary

This brief presents a new approach to studying nonlinear stochastic delay differential systems with Markov chain. New explicit identities for the mean square exponential stability of these systems are derived, and corresponding delay-independent and delay-dependent stability theorems are provided. An example is given to illustrate the validity of these findings.