Exponential Stability Analysis for Stochastic Delayed Differential Systems with Impulsive Effects: Average Impulsive Interval Approach

Abstract

Abstract This paper is concerned with the exponential stability analysis of stochastic delayed systems with impulsive effects. By using the average impulsive interval approach, and together with comparison lemma and Razumikhin techniques, sufficient conditions ensuring the moment exponential stability of the systems under consideration are established. A stability criterion for non‐delayed stochastic systems with impulses is also derived as a corollary. Compared with the existing stability results in the literature, which are usually based on the supremum or infimum of impulsive intervals, the results reported in this paper are less conservative. Two illustrative examples are provided to validate the effectiveness and advantages of our theoretical results.