On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion

DOI10.1186/S13662-019-2218-XMaRDI QIDQ2114294zbMATH OpenOpenAlexWikidataFDO

Authors Faiz Faizullah

Publication date 15 March 2022

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13662-019-2218-x

zbMATH Keywords

convergenceboundednessneutral stochastic functional differential equationsG-Brownian motion\(L^2_G\) and exponential estimates

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)

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Cites work

• scientific article; zbMATH DE number 1252483 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
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• Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion
• Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion
• Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion
• Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
• Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion
• Exponential stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion
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• On the exponential stability in mean square of neutral stochastic functional differential equations
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
• Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
• Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by G-Brownian motion with state-feedback control
• Stability analysis of impulsive stochastic Cohen-Grossberg neural networks driven by G-Brownian motion
• Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion
• Stability of functional differential equations
• Stability of neutral stochastic functional differential equations with Markovian switching driven by \(G\)-Brownian motion
• Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
• Stochastic functional differential equations with infinite delay
• Stochastic functional differential equations with infinite delay driven by G-Brownian motion
• Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
• The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion

Cited in

(6)

• Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion
• A note on pth moment estimates for stochastic functional differential equations in the framework of G-Brownian motion
• The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process
• Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework
• Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion
• Differentiability of neutral stochastic differential equations driven by \(G\)-Brownian motion with respect to the initial data

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