EXPONENTIAL STABILITY OF SOLUTIONS TO IMPULSIVE STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY G-BROWNIAN MOTION

被引：51
作者：
Ren, Yong [1 ]
Jia, Xuejuan [1 ]
Hu, Lanying [1 ]
机构：
[1] Anhui Normal Univ, Dept Math, Wuhu 241000, Anhui, Peoples R China
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2015年 / 20卷 / 07期
基金：
中国国家自然科学基金;
关键词：
Stochastic differential equation; G-Brownian motion; p-th moment exponential stability; quasi sure exponential stability; G-Lyapunov function method; P-MOMENT STABILITY; CALCULUS;
D O I：
10.3934/dcdsb.2015.20.2157
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we establish the p-th moment exponential stability and quasi sure exponential stability of the solutions to impulsive stochastic differential equations driven by G-Brownian motion (ICSDEs in short) by means of G-Lyapunov function method. An example is presented to illustrate the efficiency of the obtained results.
引用
收藏
页码：2157 / 2169
页数：13
相关论文
共 24 条
[1]   On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients [J].
Bai, Xue-peng ;
Lin, Yi-qing .
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2014, 30 (03) :589-610
[2]  
Chen Zhijie, PREPRINT
[3]   Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths [J].
Denis, Laurent ;
Hu, Mingshang ;
Peng, Shige .
POTENTIAL ANALYSIS, 2011, 34 (02) :139-161
[4]  
Fei W., PREPRINT
[5]   Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion [J].
Gao, Fuqing .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (10) :3356-3382
[6]   p-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion [J].
Hu, Lanying ;
Ren, Yong ;
Xu, Tianbao .
APPLIED MATHEMATICS AND COMPUTATION, 2014, 230 :231-237
[7]   On Representation Theorem of G-Expectations and Paths of G-Brownian Motion [J].
Hu, Ming-shang ;
Peng, Shi-ge .
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2009, 25 (03) :539-546
[8]  
Lakshmikantham V., 1989, World scientific, V6
[9]   Stopping times and related Ito's calculus with G-Brownian motion [J].
Li, Xinpeng ;
Peng, Shige .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 121 (07) :1492-1508
[10]  
Lin I Y., 2013, ELECT J PROBBAB, V18
123