Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays

AIMS Mathematics

Danhua He¹  Liguang Xu² 

[1] 1 Department of Mathematics, Zhejiang International Studies University, Hangzhou 310023, PR China;2 Department of Applied Mathematics, Zhejiang University of Technology, Hangzhou 310023, PR China;

关键词: stochastic differential systems;    lévy noise;    mixed delays;    asymptotical boundedness;   

DOI  :  10.3934/math.2020396

来源: DOAJ

【 摘 要 】

The present research studies the boundedness issue of Lévy driven non-autonomous stochastic differential systems with mixed discrete and distributed delays. A set of sufficient conditions of the $p$th moment globally asymptotical boundedness is obtained by combining the Lyapunov function method with the inequality technique. The proposed results reveal that the convergence rate $\lambda$ and the coefficients of the estimates for Lyapunov function $W$ and Itô operator $\mathcal {L}W$ can determine the upper bound for the solution. The presented results are demonstrated by an illustrative example.

【 授权许可】

Unknown