Exponential stability for stochastic differential equation driven by G-Brownian motion
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Publication:712632
DOI10.1016/j.aml.2012.02.063zbMath1253.60073OpenAlexW2072758217WikidataQ115360871 ScholiaQ115360871MaRDI QIDQ712632
Publication date: 17 October 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.02.063
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
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- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES
- Robustness of exponential stability of stochastic differential delay equations
- Stability in the first approximation for stochastic systems
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