p-Moment Stability of a class of Stochastic Dynamic Systems

In this article, the p-moment stability of neutral stochastic differential dynamic systems with Markovian switching are discussed. A new set of sufficient conditions proving the stability in p-moment of the neutral stochastic dynamic systems with Markovian switching are derived by mean of the the Banach fixed point theorem, some integral inequality and stochastic analysis method. Some well-known results are generalized and improved.