Sobolev-type stochastic differential equations driven by G-Brownian motion
DOI10.1080/00207179.2019.1623915zbMath1480.93342OpenAlexW2946381634MaRDI QIDQ5020804
Yong Ren, Lanying Hu, Wensheng Yin
Publication date: 7 January 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2019.1623915
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15) Exponential stability (93D23) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items (4)
Cites Work
- Unnamed Item
- Unnamed Item
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
- Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
- Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
- Existence of mild solutions for fractional integrodifferential equations of Sobolev type with nonlocal conditions
- How big are the increments of \(G\)-Brownian motion?
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Stochastic functional differential equations of Sobolev-type with infinite delay
- Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
- \(p\)-attracting and \(p\)-invariant sets for a class of impulsive stochastic functional differential equations
- Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations
- Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays
- General laws of large numbers under sublinear expectations
- Stochastic functional differential equations with infinite delay driven by G -Brownian motion
- A general strong law of large numbers for non-additive probabilities and its applications
- Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type
- The modulus of continuity theorem for G-Brownian motion
- Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems
- Existence and Representation Theorems for a Semilinear Sobolev Equation in Banach Space
This page was built for publication: Sobolev-type stochastic differential equations driven by G-Brownian motion