DUPIRE ITÔ’S FORMULA FOR THE EXPONENTIAL SYNCHRONIZATION OF STOCHASTIC SEMI-MARKOV JUMP SYSTEMS WITH MIXED DELAY UNDER IMPULSIVE CONTROL

This paper emphasizes the exponential synchronization for a class of stochastic semi-Markov jump systems with mixed delay via stochastic hybrid impulsive control. The impulsive sequence includes synchronous and asynchronous impulses with the impulsive gains being a sequence of stochastic variables. Inspired by the idea of average, a concept of “average stochastic impulsive gain” is used to qualify the impulse intensity. Our approach expands Dupire functional Itô’s formula to the stochastic semi-Markov jump systems with mixed delay for the first time. Moreover, in view of the established Lyapunov functional, graph theory, and stochastic analysis theory, some exponential synchronization criteria for the systems are derived. The theoretical results are applied to a class of Chua’s circuit systems with semi-Markov jump and mixed delay. Some synchronization criteria for the circuit systems are provided. The simulation results verify the effectiveness of the theoretical results.