General Decay Stability for Nonautonomous Neutral Stochastic Systems With Time-Varying Delays and Markovian Switching

A new type of asymptotic stability for nonlinear hybrid neutral stochastic systems with constant delays was investigated recently, where the criteria depended on the delays’ sizes. Unfortunately, developed theory so far is not sufficient to deal with challenging problems of the decay rate, time-varying delays, and nonautonomous issues. These problems have not been tackled in the existing literature. Consequently, under the weak constraints, this article focuses on the general decay, including the exponential stability and the polynomial stability, for nonlinear nonautonomous hybrid neutral stochastic systems with time-varying delays by the approach of the multiple degenerate functionals. Moreover, this article derives the interesting assertions related to the general
$H_{\infty }$
stability and the polynomial growth at most.