Delay-dependent Stability Criteria for Stochastic Differential Delay Equations with Markovian Switching

Recently Mao et al. [18] established a number of useful stability criteria in terms of M-matrices for nonlinear stochastic differential delay equations with Markovian switching, and the criteria there are independent of time delay. Such criteria are in general good for large delay but might not be good enough for small delay. When the time lag is sufficiently small, it is useful to obtain delay-dependent stability criteria and this is the aim of this paper.