The existence–uniqueness and exponential estimate of solutions for stochastic functional differential equations driven by G‐Brownian motion

DOI10.1002/mma.6867zbMath1469.60180arXiv2005.01930OpenAlexW3021106504MaRDI QIDQ5003913

Faiz Faizullah, Rahman Ullah, Quanxin Zhu

Publication date: 30 July 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.01930

zbMATH Keywords

stochastic functional differential equations exponential estimates \(G\)-Brownian motion existence-uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20) Stochastic integral equations (60H20) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function ⋮ Delay feedback control of highly nonlinear neutral stochastic delay differential equations driven by G-Brownian motion ⋮ Boundedness analysis of stochastic distributed delay-coupled systems on networks driven by G -Brownian motion ⋮ Boundedness analysis of neutral stochastic systems driven by \(G\)-Brownian motion ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by \(G\)-Brownian motion

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