Stability with respect to a part of the variables of stochastic di erential equations driven by G-Brownian motion
In this paper, we investigate the pth moment exponential stability of stochastic dif- ferential equations driven by G-Brownian motion (G-SDEs) with respect to a part of the variables by means of the G-Lyapunov functions and recently developed It^o's calculus for SDEs driven by G-Brownian motion...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión enviada para evaluación y publicación |
| Fecha de publicación: | 2020 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/147840 |
| Acceso en línea: | https://hdl.handle.net/11441/147840 https://doi.org/10.1080/00207179.2022.2070548 |
| Access Level: | acceso abierto |
| Palabra clave: | G-Stochastic di erential equations G-Itô formula G-Brownian motion Pth moment exponential stability with respect to a part of the variables Quasi sure exponential stability with respect to a part of the variables |
| Sumario: | In this paper, we investigate the pth moment exponential stability of stochastic dif- ferential equations driven by G-Brownian motion (G-SDEs) with respect to a part of the variables by means of the G-Lyapunov functions and recently developed It^o's calculus for SDEs driven by G-Brownian motion, as well as Gronwall's inequalities. We establish suf- cient conditions to ensure the quasi sure exponential stability of stochastic di erential equations perturbed by G-Brownian motion with respect to a part of the variables. Some illustrative examples to show the usefulness of the stability with respect to a part of the variables notion are also provided. |
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