<i>p</i>th moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching

In this paper, the problems on the pth moment and the almost sure exponential stability for a class of impulsive neutral stochastic functional differential equations with Markovian switching are investigated. By using the Lyapunov function, the Razumikhin-type theorem and the stochastic analysis, some new conditions about the pth moment exponential stability are first obtained. Then, by using the Borel–Cantelli lemma, the almost sure exponential stability is also discussed. The results generalise and improve some results obtained in the existing literature. Finally, two examples are given to illustrate the obtained results.