Almost sure and moment asymptotic boundedness of stochastic delay differential systems

Liguang Xu, Zhenlei Dai and Hongxiao Hu

Applied Mathematics and Computation, 2019, vol. 361, issue C, 157-168

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.

Keywords: Almost sure asymptotic boundedness; Moment asymptotic boundedness; Stochastic differential systems; Time delay; L-operator delay differential inequality (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:361:y:2019:i:c:p:157-168

DOI: 10.1016/j.amc.2019.05.027

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