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
Hauptverfasser: Li, Guangjie, Hu, Zhipei
Format: Artikel
Sprache:eng
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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.
ISSN:2391-5455
2391-5455
DOI:10.1515/math-2022-0582