\(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
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Publication:2301355
DOI10.3934/dcdsb.2019241zbMath1450.34060OpenAlexW2990661833MaRDI QIDQ2301355
Publication date: 24 February 2020
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.2019241
stochastic differential equations\(L^p\)-convergenceexistence and uniqueness theorem\(G\)-Brownian motionCarathéodory approximation
Brownian motion (60J65) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Averaging for functional-differential equations (34K33)
Related Items (5)
Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ Impulsive stochastic fractional differential equations driven by fractional Brownian motion ⋮ An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise ⋮ Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise ⋮ Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations
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