Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion
DOI10.22436/jnsa.010.04.43zbMath1412.60098OpenAlexW2605501408WikidataQ115496163 ScholiaQ115496163MaRDI QIDQ4631057
Yongxiang Zhu, Min Zhu, Jun Ping Li
Publication date: 24 April 2019
Published in: The Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.22436/jnsa.010.04.43
Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Stochastic integral equations (60H20)
Related Items (4)
Cites Work
- Unnamed Item
- Unnamed Item
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
- Exponential stability in mean square of neutral stochastic differential functional equations
- Local time and Tanaka formula for the \(G\)-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
- Stability in distribution of neutral stochastic functional differential equations
- The fundamental solution and its role in the optimal control of infinite dimensional neutral systems
- Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
- Introduction to functional differential equations
- \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
- Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
- New criteria on exponential stability of neutral stochastic differential delay equations
- Ergodicity for functional stochastic differential equations and applications
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- On the stability of processes defined by stochastic difference- differential equations
- Asymptotic Analysis for Functional Stochastic Differential Equations
- Stochastic functional differential equations with infinite delay driven by G -Brownian motion
- Stationary distributions for retarded stochastic differential equations without dissipativity
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Asymptotic properties of neutral stochastic differential delay equations
This page was built for publication: Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion