Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

In this article, we study the delay‐dependent stability of a class of hybrid neutral stochastic differential equations (NSDEs) with multiple delays which is highly nonlinear. Some novel stability criteria are investigated according to Lyapunov functions and generalized Itô's formula. In particular, we generalize and improve the results in Shen et al, Systems & Control Letters (2018) from a single delay to multiple delays.