Stability of stochastic delayed differential systems with average-random-delay impulses

Abstract

This paper studies the pth moment exponential stability of stochastic delayed differential systems (SDDSs) with random-delay impulses. By using average random delay (ARD) and average impulsive estimation (AIE) approaches, we obtain a sufficient condition for the pth moment exponentially stable (p-ES) of SDDSs. Compared with some previous results, our work has a wider application since we consider the effects of random factors for systems and impulses. Furthermore, the time delays of the impulses are allowed to be longer than the delay of the system, which shows a big improvement. Finally, the correctness of the results is verified by an example.