Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion

DOI10.3934/dcdsb.2015.20.2157zbMath1335.34089OpenAlexW2556017170MaRDI QIDQ258299

Xuejuan Jia, Lanying Hu, Yong Ren

Publication date: 10 March 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2015.20.2157

zbMATH Keywords

stochastic differential equation\(G\)-Brownian motion\(G\)-Lyapunov function method\(p\)-th moment exponential stabilityquasi sure exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations with impulses (34A37) Stability of solutions to ordinary differential equations (34D20) Perturbations of ordinary differential equations (34D10) Ordinary differential equations and systems with randomness (34F05)

Related Items (36)

On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients ⋮ Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion ⋮ Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion ⋮ On stability of large-scale \(G\)-SDEs: a decomposition approach ⋮ Asymptotic moment estimation for stochastic Lotka–Volterra model driven by G-Brownian motion ⋮ Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion ⋮ Stability for stochastic reaction–diffusion systems driven by G-Brownian motion ⋮ Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control ⋮ Multi-valued backward stochastic differential equations driven byG-Brownian motion and its applications ⋮ Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion ⋮ Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by G-Brownian motion ⋮ Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework ⋮ Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion ⋮ Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion ⋮ Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion ⋮ Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework ⋮ Quasi sure exponential stabilisation of impulsive stochastic complex networks under a sublinear expectation framework ⋮ Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach ⋮ Stochastic differential equations with perturbations driven by \(G\)-Brownian motion ⋮ Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion ⋮ Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion ⋮ Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion ⋮ Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion ⋮ Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process ⋮ Stabilisation of stochastic differential equations driven by G-Brownian motion via aperiodically intermittent control ⋮ Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven byG-Brownian motion ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion ⋮ Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations ⋮ Pantograph stochastic differential equations driven by \(G\)-Brownian motion ⋮ Stabilisation of multi-weights stochastic complex networks with time-varying delay driven by G-Brownian motion via aperiodically intermittent adaptive control ⋮ Sobolev-type stochastic differential equations driven by G-Brownian motion ⋮ On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion ⋮ Stability analysis of Hopfield neural networks with unbounded delay driven by G-Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• \(p\)-th moment exponential stability of stochastic differential equations with impulse effect
• Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
• On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
• 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
• A note on the stochastic differential equations driven by \(G\)-Brownian motion
• 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
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
• \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
• \(p\)-moment stability of stochastic differential equations with jumps
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Stochastic functional differential equations with infinite delay driven by G -Brownian motion
• Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion
• Impulsive stabilization of nonlinear systems
• Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Extension and Application of Itô's Formula UnderG-Framework

This page was built for publication: Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion