Stability and rate of decay for solutions to stochastic differential equations with Markov switching

In this article, we present the almost sure asymptotic stability and a general rate of decay for solutions to stochastic differential equations (SDEs) with Markov switching. By establishing a suitable Lyapunov function and using an exponential Martingale inequality and the Borel-Cantelli theorem, we give sufficient conditions for the asymptotic stability. Also, we obtain sufficient conditions for the construction of two kinds of Lyapunov functions. Finally give two examples to illustrate the validity of our results. For more information see https://ejde.math.txstate.edu/Volumes/2024/01/abstr.html