Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion
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Publication:2148456
DOI10.1016/J.JFRANKLIN.2022.03.027zbMATH Open1491.93100arXiv2004.13229OpenAlexW3021332841WikidataQ115346456 ScholiaQ115346456MaRDI QIDQ2148456FDOQ2148456
Authors: Chen Fei, Weiyin Fei, Xuerong Mao, Litan Yan 
Publication date: 24 June 2022
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Abstract: Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded by linear functions have been investigated intensively. Moreover, the dependent stability of the highly nonlinear hybrid stochastic differential equations is recently studied. In this paper, by using the nonlinear expectation theory, we explore the dependent stability of a class of highly nonlinear hybrid stochastic differential delay equations driven by -Brownian motion (-SDDEs). Firstly, we give preliminaries of sublinear expectation. Then, the delay-dependent criteria of the stability and boundedness of solutions to -SDDEs is provided. Finally, an illustrative example is analyzed by the -max-mean algorithm.
Full work available at URL: https://arxiv.org/abs/2004.13229
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\(G\)-Brownian motionnonlinear hybrid stochastic differential equationsstability of stochastic differential delay equations
Stochastic functional-differential equations (34K50) Nonlinear systems in control theory (93C10) Control/observation systems governed by functional-differential equations (93C23) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Delay control/observation systems (93C43) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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Cited In (22)
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