Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations

Abstract This article focuses on the delay‐dependent stability of highly nonlinear hybrid neutral stochastic functional differential equations (NSFDEs). The delay dependent stability criteria for a class of highly nonlinear hybrid NSFDEs are derived via the Lyapunov functional. The stabilities discussed in this article include stability, asymptotically stability and exponential stability. A numerical example is given to illustrate the criteria established.