The LaSalle-type theorem for the neutral stochastic differential equations with delay is established for the first time and then applied to propose algebraic criteria of the stochastically asymptotic stability and almost exponential stability for the uncertain neutral stochastic differential systems with delay. An example is given to verify the effectiveness of obtained results.
The main aim of this paper is to investigate the pth moment exponential stability of stochastic differential delay equations with Markovian switching.A specific Lyapunov function is introduced to obtain the required stability,and the almost sure exponential stability for the delay equations is discussed subsequently.
