Stability analysis of stochastic differential systems with state‐dependent delay subject to average‐delay impulses

Abstract

In this paper, we study the stochastic weak local exponential stability of stochastic differential systems with state‐dependent delay (SDD) subject to average‐delay impulses by using Lyapunov–Krasovskii functional and stochastic analytical skill. Unlike time‐dependent delay discussed in the previous literature, we introduce SDD in impulsive stochastic differential systems, where SDD is a stochastic variable associated with system state, consequently leading to an indeterminate delay boundary. Our findings reveal that when destabilizing delayed impulses satisfying specific conditions are generated, the stability of stochastic differential systems with destabilizing delayed impulses and stable continuous stochastic dynamics can still be maintained. Additionally, if stable delayed impulses satisfy certain conditions, stability of the systems under consideration can also be achieved, irrespective of the stable status on the continuous stochastic dynamics. Finally, two examples are given to demonstrate the validity of theoretical results.