Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach

DOI10.3934/dcdsb.2018248zbMath1405.93225OpenAlexW2889478524MaRDI QIDQ1756827

Dongjin Zhu, Yong Ren, Wensheng Yin

Publication date: 27 December 2018

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018248

zbMATH Keywords

exponential stabilityaverage impulsive interval\(G\)-Brownian motiondelayed impulses\(G\)-Lyapunov function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (6)

Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion ⋮ Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework ⋮ Quasi sure exponential stabilisation of impulsive stochastic complex networks under a sublinear expectation framework ⋮ Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion ⋮ Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion ⋮ On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion

Cites Work

• Unnamed Item
• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
• Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
• How big are the increments of \(G\)-Brownian motion?
• Functional solution about stochastic differential equation driven by \(G\)-Brownian motion
• Stopping times and related Itô's calculus with \(G\)-Brownian motion
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• A note on the stochastic differential equations driven by \(G\)-Brownian motion
• Exponential stability for stochastic differential equation driven by G-Brownian motion
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
• Exponential stability analysis of impulsive stochastic functional differential systems with delayed impulses
• Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• General laws of large numbers under sublinear expectations
• Stochastic functional differential equations with infinite delay driven by G -Brownian motion
• A general strong law of large numbers for non-additive probabilities and its applications
• Exponential Stability Analysis for Stochastic Delayed Differential Systems with Impulsive Effects: Average Impulsive Interval Approach
• Theory, methods and meaning of nonlinear expectation theory
• The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion
• Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach
• Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems

This page was built for publication: Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach