Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299): Difference between revisions

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-.3934/dcdsb.2015.20.2157
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+On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion
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+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
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+Q5749571
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
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+Impulsive stabilization of nonlinear systems
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+Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations
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+Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion
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+A note on the stochastic differential equations driven by \(G\)-Brownian motion
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+\(p\)-th moment exponential stability of stochastic differential equations with impulse effect
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+\(p\)-moment stability of stochastic differential equations with jumps
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+\(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
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+Exponential stability of impulsive stochastic delay differential systems
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+Exponential stability for stochastic differential equation driven by G-Brownian motion
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+Extension and Application of Itô's Formula Under<i>G</i>-Framework
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+.3934/DCDSB.2015.20.2157
@@ Property / DOI: 10.3934/DCDSB.2015.20.2157 / rank @@
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