A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion

DOI10.1007/s40995-016-0067-yzbMath1391.60137OpenAlexW2483461032MaRDI QIDQ724921

Faiz Faizullah

Publication date: 26 July 2018

Published in: Iranian Journal of Science and Technology. Transaction A: Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40995-016-0067-y

zbMATH Keywords

stochastic functional differential equationsG-Brownian motion\(p\)th moment exponential estimatescontinuity of \(p\)th momentpath-wise asymptotic estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions ⋮ Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function ⋮ Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework ⋮ Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion

Cites Work

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