Asymptotical boundedness and stability for stochastic differential equations with delay driven by G-Brownian motion

doi:10.1016/j.aml.2017.06.001

Applied Mathematics Letters

Volume 74, December 2017, Pages 121-126

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Abstract

The purpose of this paper is to discuss a class of stochastic differential equations with delay driven by $G$ -Brownian motion ( $G$ -SDDEs, in short). The asymptotical boundedness and exponential stability of the equations are obtained by means of $G$ -Lyapunov function. An example is proposed to illustrate the theory obtained.

Keywords

Stochastic differential equation

G

-Brownian motion

Asymptotical boundedness

Moment exponential stability

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^☆: This work is supported by the National Natural Science Foundation of China (11371029, 11501009) and the Natural Science Foundation of Anhui Province (1508085JGD10).

Applied Mathematics Letters

Asymptotical boundedness and stability for stochastic differential equations with delay driven by G-Brownian motion☆

Abstract

Keywords

Asymptotical boundedness and stability for stochastic differential equations with delay driven by $G$ -Brownian motion☆