Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method

DOI10.1016/j.aml.2019.04.022zbMath1425.34090OpenAlexW2943876974MaRDI QIDQ2274830

Chen Fei, Shounian Deng, Xuerong Mao, Weiyin Fei

Publication date: 1 October 2019

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2019.04.022

zbMATH Keywords

EM methodmean square stabilitystability equivalence\(G\)-SDDE\(G\)-simulation

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Related Items (12)

Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods ⋮ Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion ⋮ Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion ⋮ On stability of large-scale \(G\)-SDEs: a decomposition approach ⋮ Stabilization of nonlinear systems via aperiodic intermittent stochastic noise driven by G-Brownian motion with application to epidemic models ⋮ Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods ⋮ Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise ⋮ Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion ⋮ Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods ⋮ Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion ⋮ Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations ⋮ Stability analysis of Hopfield neural networks with unbounded delay driven by G-Brownian motion

Cites Work

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• Numerical simulations for \(G\)-Brownian motion
• Exponential stability for stochastic differential equation driven by G-Brownian motion
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
• Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
• Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
• Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
• Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
• Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty
• Theory, methods and meaning of nonlinear expectation theory

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