\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
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Publication:1644058
DOI10.1016/j.amc.2013.12.111zbMath1410.93136OpenAlexW1966086477MaRDI QIDQ1644058
Yong Ren, Tianbao Xu, Lanying Hu
Publication date: 21 June 2018
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.12.111
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic integrals (60H05)
Related Items (19)
Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion ⋮ Existence of exponential \(p\)-stability nonconstant equilibrium of Markovian jumping nonlinear diffusion equations via Ekeland variational principle ⋮ Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations ⋮ Mean square exponential stability of stochastic function differential equations in the G-framework ⋮ Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by G-Brownian motion ⋮ Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework ⋮ Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion ⋮ Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion ⋮ Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion ⋮ Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion ⋮ Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations ⋮ Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion ⋮ Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process ⋮ Stabilisation of stochastic differential equations driven by G-Brownian motion via aperiodically intermittent control ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion ⋮ Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion ⋮ The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion ⋮ Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
Cites Work
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- Theory of capacities
- Stochastic functional differential equations with infinite delay driven by G -Brownian motion
- Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach
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