Khasminskii-Type Theorems for Stochastic Differential Delay Equations

The classical Khasminskii theorem (see [6 Khasminskii , R. Z. 1980 . Stochastic Stability of Differential Equations . Alphen : Sijtjoff and Noordhoff (translation of the Russian edition, Moscow: Nauka 1969) .[Crossref] , [Google Scholar]]) on the nonexplosion solutions of stochastic differential equations (SDEs) is very important since it gives a powerful test for SDEs to have nonexplosion solutions without the linear growth condition. Recently, Mao [13 Mao , X. 2002 . A note on the LaSalle-type theorems for stochastic differential delay equations . J. Math. Anal. Appl. 268 : 125 – 142 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]] established a Khasminskii-type test for stochastic differential delay equations (SDDEs). However, the Mao test can not still be applied to many important SDDEs, e.g., the stochastic delay power logistic model in population dynamics. The main aim of this paper is to establish an even more general Khasminskii-type test for SDDEs that covers a wide class of highly nonlinear SDDEs. As an application, we discuss a stochastic delay Lotka-Volterra model of the food chain to which none of the existing results but our new Khasminskii-type test can be applied.