Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion

被引：9

作者：

Zhu, Min ^{[1
,2
]}

Li, Junping ^{[1
]}

Zhu, Yongxiang ^{[2
]}

机构：

[1] Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China

[2] Hunan Univ Technol, Coll Traff Engn, Zhuzhou 412007, Hunan, Peoples R China

来源：

JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS | 2017年 / 10卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Neutral; variation-of-constants formula; exponential stability; G-Brownian motion; DELAY EQUATIONS; G-EXPECTATION; CALCULUS; CRITERIA;

D O I：

10.22436/jnsa.010.04.43

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this work, we study a class of neutral stochastic functional differential equations driven by G-Brownian motion. We derive by variation-of-constants formula sufficient conditions for exponential stability and quasi sure exponential stability of the solutions. Finally, we provide an example to illustrate the effectiveness of the theoretical results. (C) 2017 All rights reserved.

引用

页码：1830 / 1841

页数：12

共 50 条

[21] Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
Luo, Peng
Wang, Falei
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2014, 124 (11) : 3869 - 3885
[22] The existence-uniqueness and exponential estimate of solutions for stochastic functional differential equations driven by G-Brownian motion
Faizullah, Faiz
Zhu, Quanxin
Ullah, Rahman
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2021, 44 (02) : 1639 - 1650
[23] Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion
Li, Guangjie
Yang, Qigui
COMPUTATIONAL & APPLIED MATHEMATICS, 2018, 37 (04): : 4301 - 4320
[24] Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion
Guangjie Li
Qigui Yang
Computational and Applied Mathematics, 2018, 37 : 4301 - 4320
[25] Existence and Exponential Stability of Almost Pseudo Automorphic Solution for Neutral Stochastic Evolution Equations Driven by G-Brownian Motion
Duan, Pengju
FILOMAT, 2020, 34 (04) : 1075 - 1092
[26] Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion
Ren, Yong
Sakthivel, Rathinasamy
Sun, Guozheng
INTERNATIONAL JOURNAL OF CONTROL, 2020, 93 (12) : 2886 - 2895
[27] Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion
Xu, Liguang
Ge, Shuzhi Sam
Hu, Hongxiao
INTERNATIONAL JOURNAL OF CONTROL, 2019, 92 (03) : 642 - 652
[28] Asymptotical boundedness and stability for stochastic differential equations with delay driven by G-Brownian motion
Yin, Wensheng
Ren, Yong
APPLIED MATHEMATICS LETTERS, 2017, 74 : 121 - 126
[29] FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY G-BROWNIAN MOTION WITH DELAYS
Saci, Akram
Redjil, Amel
Boutabia, Hacene
Kebiri, Omar
PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2023, 43 (01): : 1 - 21
[30] The Support of the Solution for Stochastic Differential Equations Driven by G-Brownian Motion
Gao, Fu Qing
Xu, Ming Zhou
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2012, 28 (12) : 2417 - 2430

← 1 2 3 4 5 →