中文摘要：

研究了一类非线性中立型随机微分系统的稳定性问题．该类非线性随机微分系统不仅包含系统的过去状态，而且还和系统的过去时刻的运动特性相关，同时，还具有Markov跳变参数．利用所定义的广义Ito微分公式，通过构造适当随机Lyapunov泛函，给出了此类随机系统的均方指数稳定性的充分条件．该条件放宽了已有结果的限制，具有更加广泛的适用范围．同时，还给出了此类随机系统的几乎必然指数稳定性的充分条件．

英文摘要：

Stability of Nonlinear Stochastically Differential Systems in Neutral Type was dis- cussed in this paper. Such systems contain the past states of the systems and the derivation of past states,and posses parameters with Markov switching. By defined Generalized Ito formula, and constructing proper stochastic Lyapunov functional, the sufficient condition is proposed for the mean square exponential stability of such systems, which is less constrains than existed conditions. And, the sufficient condition is proposed for the almost sure exponential stability of such systems.