Name
Title | ||
|---|---|---|
Asymptotical boundedness and stability for stochastic differential equations with delay driven by G-Brownian motion. |
Abstract | ||
|---|---|---|
The purpose of this paper is to discuss a class of stochastic differential equations with delay driven by G-Brownian motion (G-SDDEs, in short). The asymptotical boundedness and exponential stability of the equations are obtained by means of G-Lyapunov function. An example is proposed to illustrate the theory obtained. |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1016/j.aml.2017.06.001 | Applied Mathematics Letters |
Keywords | Field | DocType |
Stochastic differential equation,
G-Brownian motion,Asymptotical boundedness,Moment exponential stability | Lyapunov function,Mathematical optimization,Mathematical analysis,Stochastic differential equation,Exponential stability,Stochastic partial differential equation,Brownian motion,Mathematics | Journal |
Volume | ISSN | Citations |
74 | 0893-9659 | 3 |
PageRank | References | Authors |
0.48 | 2 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Wensheng Yin | 1 | 8 | 0.91 |
| Yong Ren | 2 | 3 | 1.16 |