Sobolev-type stochastic differential equations driven by G-Brownian motion

DOI10.1080/00207179.2019.1623915zbMath1480.93342OpenAlexW2946381634MaRDI QIDQ5020804

Yong Ren, Lanying Hu, Wensheng Yin

Publication date: 7 January 2022

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2019.1623915

zbMATH Keywords

exponential stability\(G\)-Brownian motionattracting setquasi-invariant setSobolev-type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15) Exponential stability (93D23) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (4)

Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay ⋮ Stability for stochastic reaction–diffusion systems driven by G-Brownian motion ⋮ On a study of Sobolev‐type fractional functional evolution equations ⋮ Stability analysis of Hopfield neural networks with unbounded delay driven by G-Brownian motion

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