Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion

被引：12

作者：

Li, Guangjie ^{[1
]}

Yang, Qigui ^{[1
]}

机构：

[1] South China Univ Technol, Sch Math, Guangzhou, Guangdong, Peoples R China

来源：

APPLICABLE ANALYSIS | 2018年 / 97卷 / 15期

基金：

中国国家自然科学基金;

关键词：

pth Moment exponential stability; neutral stochastic functional differential equations; G-Brownian motion; Markovian switching; Razumikhin-type theorems; RAZUMIKHIN-TYPE THEOREMS; MOMENT EXPONENTIAL STABILITY; ASYMPTOTIC STABILITY; DELAY EQUATIONS; G-EXPECTATION; CALCULUS; CRITERIA;

D O I：

10.1080/00036811.2017.1377831

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Little seems to be known about stability results on the neutral stochastic function differential equations with Markovian switching driven by G-Brownian (G-NSFDEwMSs). This paper aims at investigating the pth moment exponential stability for G-NSFDEwMSs to fill this gap. Some sufficient conditions on the pth moment exponential stability of the trivial solution are derived by employing the Razumikhin-type method, stochastic analysis, and algebraic inequality technique. Moreover, an example is provided to illustrate the effectiveness of the obtained results.

引用

页码：2555 / 2572

页数：18

共 43 条

[1]

Anderson W., 1991, CONTINUOUS TIME MARK, DOI 10.1007/978-1-4612-3038-0

[2]

[Anonymous], 1992, MATH ITS APPL SOVIET

[3]

[Anonymous], 2010, ARXIV10024546

[4] 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

[5] Stability in distribution of neutral stochastic differential delay equations with Markovian switching [J].

Bao, Jianhai ;

Hou, Zhenting ;

Yuan, Chenggui .

STATISTICS & PROBABILITY LETTERS, 2009, 79 (15) :1663-1673

[6] 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

[7]

Fei W., 2013, ARXIV13117311

[8] Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching [J].

Feng, Lichao ;

Li, Shoumei ;

Mao, Xuerong .

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2016, 353 (18) :4924-4949

[9]

HALE JK, 1967, MEM AM MATH SOC, P1

[10] Stability in distribution of neutral stochastic functional differential equations with Markovian switching [J].

Hu, Guixin ;

Wang, Ke .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2012, 385 (02) :757-769

← 1 2 3 4 5 →