Nonlocal stochastic differential equations with time‐varying delay driven by G‐Brownian motion

This article studies a class of nonlocal stochastic differential equations driven by G‐Brownian motion (G‐NSDEs for short). We show the existence and uniqueness results of solutions by means of fixed point theorem. In addition, exponential estimation of (1) has been discussed. Furthermore, we presen...

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Veröffentlicht in:Mathematical methods in the applied sciences 2020-01, Vol.43 (2), p.600-612
Hauptverfasser: Yin, Wensheng, Cao, Jinde
Format: Artikel
Sprache:eng
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Zusammenfassung:This article studies a class of nonlocal stochastic differential equations driven by G‐Brownian motion (G‐NSDEs for short). We show the existence and uniqueness results of solutions by means of fixed point theorem. In addition, exponential estimation of (1) has been discussed. Furthermore, we present global solution to Equation (1) with the help of G‐Lyapunov functional and ψ‐type function.
ISSN:0170-4214
1099-1476
DOI:10.1002/mma.5912