Mean square exponential stability of stochastic function differential equations in the G-framework
This research focuses on the stochastic functional differential equations driven by G-Brownian motion (G-SFDEs) with infinite delay. It is proved that the trivial solution of a G-SFDE with infinite delay is exponentially stable in mean square. An example is also presented to illustrate the effective...
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Veröffentlicht in: | Open mathematics (Warsaw, Poland) Poland), 2023-06, Vol.21 (1), p.516-531 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | This research focuses on the stochastic functional differential equations driven by G-Brownian motion (G-SFDEs) with infinite delay. It is proved that the trivial solution of a G-SFDE with infinite delay is exponentially stable in mean square. An example is also presented to illustrate the effectiveness of the obtained theory. |
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ISSN: | 2391-5455 2391-5455 |
DOI: | 10.1515/math-2022-0582 |