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.