Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion
In this paper, we investigate the pth moment exponential stability of stochastic differential 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 Itô's calculus for SDEs driven by G-Brownian motion, a...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2022 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:dnet:idus________::f4557dd42cad9171f2ed77cc7f140790 |
| Acceso en línea: | https://hdl.handle.net/11441/186773 https://doi.org/10.1080/00207179.2022.2070548 |
| Access Level: | acceso abierto |
| Palabra clave: | G-Stochastic systems 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 differential 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 Itô's calculus for SDEs driven by G-Brownian motion, as well as Gronwall's inequalities. We establish sufficient conditions to ensure the quasi sure exponential stability of stochastic differential 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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