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

The present research studies the boundedness issue of Levy driven non-autonomous stochastic differential systems with mixed discrete and distributed delays. A set of sufficient conditions of the pth 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 Ito operator LW can determine the upper bound for the solution. The presented results are demonstrated by an illustrative example.