In this paper, we investigate stochastic neutral delay differential equations with Markovian switching. By constructing an improved singular differential inequality and using some stochastic analysis techniques, we derive a sufficient criterion for ensuring the existence of the global attracting set and give a quantitative estimation with exponential decay form for solutions. Two numerical examples are discussed to illustrate the efficiency of the proposed method.
机构:
Jiangsu Univ Technol, Sch Math & Phys, Changzhou 213001, Jiangsu, Peoples R China
Nanjing Normal Univ, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R China
Nanjing Normal Univ, Inst Finance & Stat, Nanjing 210023, Jiangsu, Peoples R ChinaJiangsu Univ Technol, Sch Math & Phys, Changzhou 213001, Jiangsu, Peoples R China