Stability analysis for a class of stochastic delay nonlinear systems driven by G-Levy Process

被引：2
作者：
Ma, Li [1 ]
Li, Yujing [1 ]
Zhu, Quanxin [2 ]
机构：
[1] Hainan Normal Univ, Dept Math & Stat, Key Lab, Minist Educ, Haikou 571158, Peoples R China
[2] Hunan Normal Univ, Sch Math & Stat, CHP LCOCS, Changsha 410082, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2023年 / 195卷
基金：
中国国家自然科学基金;
关键词：
BDG-type inequality with respect toG-Levy; measure; Non-Lipschitz condition; Existence and uniqueness; Exponential stability; Stochastic delay differential equation;
D O I：
10.1016/j.spl.2023.109777
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The regularity and stability of the solution to a class of stochastic delay differential equation driven by G-Levy processes are studied in this paper. Firstly, we introduce a new Burkholder-Davis-Gundy (BDG) inequality involving the jump measure. Secondly, we use the BDG inequality to establish the existence and uniqueness of the solution under non-Lipschitz condition. Thirdly, we establish the existence, uniqueness, quasi -sure exponential stability and pth moment exponential stability of the solution under local Lipschitz condition and one-sided polynomial growth condition.(c) 2023 Elsevier B.V. All rights reserved.
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页数：11
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