Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2314139): Difference between revisions

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English	Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion	scientific article

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scholarly article

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title

Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (English)

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Applied Mathematics. Series B (English Edition)

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publication date

19 July 2019

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zbMATH Keywords

stochastic differential delay equation

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sublinear expectation

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existence and uniqueness

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\(G\)-Brownian motion

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stability and boundedness

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11766-019-3619-x

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cites work

Strong laws of large numbers for sub-linear expectations

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A strong law of large numbers for non-additive probabilities

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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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Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method

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Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty

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Stability of highly nonlinear hybrid stochastic integro-differential delay equations

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Delay dependent stability of highly nonlinear hybrid stochastic systems

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Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems

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Generalized criteria on delay‐dependent stability of highly nonlinear hybrid stochastic systems

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Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion

0 references

Stability and boundedness of nonlinear hybrid stochastic differential delay equations

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Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion

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Stopping times and related Itô's calculus with \(G\)-Brownian motion

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Stability of delayed Hopfield neural networks under a sublinear expectation framework

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Some properties of stochastic differential equations driven by the \(G\)-Brownian motion

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Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions

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Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations

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A note on guaranteed cost control for nonlinear stochastic systems with input saturation and mixed time-delays

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Q5429735

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Stochastic Differential Equations with Markovian Switching

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The <i>p</i>-th moment stability of solutions to impulsive stochastic differential equations driven by <i>G</i>-Brownian motion

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Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation

0 references

Guaranteed cost control for uncertain nonlinear systems with mixed time-delays: the discrete-time case

0 references

Stability of highly nonlinear neutral stochastic differential delay equations

0 references

Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications

0 references

Exponential stability for stochastic differential equation driven by G-Brownian motion

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Identifiers

zbMATH Open document ID

1438.60071

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Mathematics Subject Classification ID

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10.1007/S11766-019-3619-X

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Sitelinks

Mathematics(1 entry)

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+Strong laws of large numbers for sub-linear expectations
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@@ Property / cites work @@
+A strong law of large numbers for non-additive probabilities
+Normal rank
@@ Property / cites work @@
+On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
+Normal rank
@@ Property / cites work @@
+Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty
+Normal rank
@@ Property / cites work @@
+Stability of highly nonlinear hybrid stochastic integro-differential delay equations
+Normal rank
@@ Property / cites work @@
+Delay dependent stability of highly nonlinear hybrid stochastic systems
+Normal rank
@@ Property / cites work @@
+Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems
+Normal rank
@@ Property / cites work @@
+Generalized criteria on delay‐dependent stability of highly nonlinear hybrid stochastic systems
+Normal rank
@@ Property / cites work @@
+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Stability and boundedness of nonlinear hybrid stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Stability of delayed Hopfield neural networks under a sublinear expectation framework
+Normal rank
@@ Property / cites work @@
+Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
+Normal rank
@@ Property / cites work @@
+A note on guaranteed cost control for nonlinear stochastic systems with input saturation and mixed time-delays
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+The <i>p</i>-th moment stability of solutions to impulsive stochastic differential equations driven by <i>G</i>-Brownian motion
+Normal rank
@@ Property / cites work @@
+Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
+Normal rank
@@ Property / cites work @@
+Guaranteed cost control for uncertain nonlinear systems with mixed time-delays: the discrete-time case
+Normal rank
@@ Property / cites work @@
+Stability of highly nonlinear neutral stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
+Normal rank
@@ Property / cites work @@
+Exponential stability for stochastic differential equation driven by G-Brownian motion
+Normal rank
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@@ Property / Wikidata QID: Q127651260 / rank @@
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@@ Property / DOI @@
+.1007/S11766-019-3619-X
@@ Property / DOI: 10.1007/S11766-019-3619-X / rank @@
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