Stabilization of linear time-delay stochastic differential systems by delayed impulse

In stochastic differential systems, impulsive effects play an important role. By using the Lyapunov function and the Razumikhin technique, this paper investigates the mean-square exponential stability of linear time-delay stochastic systems with impulsive effects. The obtained results shown that the completely delayed impulses can make a contribution to the stability of a stochastic differential system. As an extension of the established results, completely delayed impulse effect is addressed. An example is given to illustrate the effectiveness of the results obtained.