Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process
From MaRDI portal
Publication:2040998
DOI10.1007/s00245-019-09583-0zbMath1478.60168arXiv1801.03776OpenAlexW2963195143WikidataQ115608607 ScholiaQ115608607MaRDI QIDQ2040998
Publication date: 15 July 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.03776
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items
Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes, Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy process, On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process, Estimates of exponential convergence for solutions of stochastic nonlinear systems, The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process
Cites Work
- Unnamed Item
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
- \(p\)-th moment exponential stability of stochastic differential equations with impulse effect
- On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Martingale representation theorem for the \(G\)-expectation
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Filtration consistent nonlinear expectations and evaluations of contingent claims
- Exponential stability for stochastic differential equation driven by G-Brownian motion
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Exponential stability of impulsive stochastic delay differential systems
- \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
- Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
- Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients
- \(p\)-moment stability of stochastic differential equations with jumps
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
- The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion
- Nonlinear expectations and nonlinear Markov chains
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- A complete representation theorem for G-martingales
- Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach
