Almost sure and moment asymptotic boundedness of stochastic delay differential systems

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摘要

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.

论文关键词:Almost sure asymptotic boundedness,Moment asymptotic boundedness,Stochastic differential systems,Time delay,L-operator delay differential inequality

论文评审过程:Received 21 March 2019, Revised 9 May 2019, Accepted 20 May 2019, Available online 31 May 2019, Version of Record 31 May 2019.

论文官网地址:https://doi.org/10.1016/j.amc.2019.05.027