h-stability in pth moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise

Abstract In this paper we investigate the h -stability in p th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Levy noise. The main tool used to prove the results is the Lyapunov method. We analyze two illustrative examples to show the interest and usefulness of the main results.