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Almost sure and moment asymptotic boundedness of stochastic delay differential systems

Author

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  • Xu, Liguang
  • Dai, Zhenlei
  • Hu, Hongxiao

Abstract

The purpose of this article is to investigate the almost sure and moment asymptotic boundedness for a class of stochastic delay differential systems. Using stochastic analysis techniques, a generalized non-autonomous L-operator delay differential inequality including cross item is presented. Based on the obtained inequality, some sufficient verifiable criteria for the almost sure and moment asymptotic boundedness of the considered systems are derived analytically. Two numerical examples are given to illustrate the effectiveness of our theoretical results.

Suggested Citation

  • Xu, Liguang & Dai, Zhenlei & Hu, Hongxiao, 2019. "Almost sure and moment asymptotic boundedness of stochastic delay differential systems," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 157-168.
    • Handle: RePEc:eee:apmaco:v:361:y:2019:i:c:p:157-168
    DOI: 10.1016/j.amc.2019.05.027
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    Cited by:

    1. He, Danhua & Xu, Liguang, 2022. "Boundedness analysis of stochastic delay differential equations with Lévy noise," Applied Mathematics and Computation, Elsevier, vol. 421(C).
    2. Zhu, Dejun, 2022. "Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 199(C), pages 307-316.
    3. Chu, Xiaoyan & Xu, Liguang & Hu, Hongxiao, 2020. "Exponential quasi-synchronization of conformable fractional-order complex dynamical networks," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).

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