Stability and Stabilization of Stochastic Neutral-type Markovian Jump Time-delay Systems with Two Delays

This article aims to explore the stability and stabilization of a more practical class of stochastic neutral-type Markovian jump time-delay systems (SNMJTDSs) with two delays in the derivative. First, a less restrictive condition is imposed on the associated difference operator to ensure its stability. Second, by constructing novel Lyapunov-Krasovskii functionals, sufficient conditions for exponential stability (in the sense of mean square and almost sure) are established. Then, the SNMJTDS is stabilized by designing a delayed feedback controller. Finally, the less conservativeness of the proposed stability criterion and the validity of the designed controller are checked through two examples.