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Robust stability has been one of the most popular topics in the study of stochastic functional differential equations with Markovian switching (SFDEwMSs), including stochastic delay differential equations with Markovian switching (hybrid SDDEs). Most of the existing results on the robust stability require that the drift coefficient f and diffusion coefficient g of the stochastic system are either linear or nonlinear with linear growth condition. Recently Hu, Mao and Zhang (IEEE Trans. Autom. Control 58: 2319-2332, 2013) obtained some new results for the robust stability of nonlinear hybrid SDDEs, requiring x(T)f and vertical bar g vertical bar(2) to be bounded by polynomials with the same orders. However, there are many SFDEwMSs which do not satisfy the above requirement. Hence the existing criteria on the robust stability are not applicable and we see the necessity to develop some new criteria. Our aim in this paper is to establish some new criteria for the robust stability of a class of SFDEwMSs, where x(T)f and vertical bar g vertical bar(2) are controlled by polynomials with different orders.
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