A note on stability of hybrid stochastic differential equations

The method is different from those usual methods used in previous literature.Some harsh restrictions imposed on diffusion operators have been removed.The differentiability of delays has been removed.We studied the robustness of exponential stability respect to delays. In this paper, the pth moment stability of hybrid stochastic differential equations is investigated. Several new sufficient conditions are derived by constructing an auxiliary delayed differential equation and using the comparison principle. The proposed criteria remove some harsh restrictions imposed on the diffusion operators and improve some previous related works. Numerical examples and simulations are given to illustrate the effectiveness of theoretical results.