Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion

DOI10.1186/s13662-017-1400-2zbMath1444.60070OpenAlexW2765548013WikidataQ59482410 ScholiaQ59482410MaRDI QIDQ1710114

Faiz Faizullah, Ghaus ur Rahman, Muhammad Afzal Rana, Muhammad Bux

Publication date: 15 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-017-1400-2

zbMATH Keywords

stabilityexistenceuniquenessneutral stochastic functional differential equationsG-Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (11)

A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions ⋮ Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion ⋮ Mean square exponential stability of stochastic function differential equations in the G-framework ⋮ Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy process ⋮ The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process ⋮ Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework ⋮ Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Existence and stability of solutions to neutral conformable stochastic functional differential equations ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion

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