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Boundedness of Stochastic Delay Differential Systems with Impulsive Control and Impulsive Disturbance

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  • Liming Wang
  • Baoqing Yang
  • Xiaohua Ding
  • Kai-Ning Wu

Abstract

This paper considers the -moment boundedness of nonlinear impulsive stochastic delay differential systems (ISDDSs). Using the Lyapunov-Razumikhin method and stochastic analysis techniques, we obtain sufficient conditions which guarantee the -moment boundedness of ISDDSs. Two cases are considered, one is that the stochastic delay differential system (SDDS) may not be bounded, and how an impulsive strategy should be taken to make the SDDS be bounded. The other is that the SDDS is bounded, and an impulsive disturbance appears in this SDDS, then what restrictions on the impulsive disturbance should be adopted to maintain the boundedness of the SDDS. Our results provide sufficient criteria for these two cases. At last, two examples are given to illustrate the correctness of our results.

Suggested Citation

  • Liming Wang & Baoqing Yang & Xiaohua Ding & Kai-Ning Wu, 2015. "Boundedness of Stochastic Delay Differential Systems with Impulsive Control and Impulsive Disturbance," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-8, March.
    • Handle: RePEc:hin:jnlmpe:707069
    DOI: 10.1155/2015/707069
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    Cited by:

    1. Zhang, Gui-Lai, 2022. "Convergence, consistency and zero stability of impulsive one-step numerical methods," Applied Mathematics and Computation, Elsevier, vol. 423(C).

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