Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion

DOI10.1007/s11766-019-3619-xzbMath1438.60071OpenAlexW2949355173WikidataQ127651260 ScholiaQ127651260MaRDI QIDQ2314139

Weiyin Fei, Chen Fei, Litan Yan

Publication date: 19 July 2019

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-019-3619-x

zbMATH Keywords

existence and uniqueness\(G\)-Brownian motionsublinear expectationstochastic differential delay equationstability and boundedness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (11)

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 ⋮ Delay feedback control of highly nonlinear neutral stochastic delay differential equations driven by G-Brownian motion ⋮ Mean square exponential stability of stochastic function differential equations in the G-framework ⋮ Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion ⋮ Stochastic differential equations with perturbations driven by \(G\)-Brownian motion ⋮ Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method ⋮ Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by \(G\)-Brownian motion ⋮ STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion ⋮ Stability analysis of Hopfield neural networks with unbounded delay driven by G-Brownian motion

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