4.7 Article

Exponential stability for stochastic differential equation driven by G-Brownian motion

期刊

APPLIED MATHEMATICS LETTERS
卷 25, 期 11, 页码 1906-1910

出版社

PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.aml.2012.02.063

关键词

Exponential stability; Stochastic differential equation; G-Brownian motion; Capacity

资金

  1. Scientific Research Foundation of Yunnan Province Education Committee [2011C120]

向作者/读者索取更多资源

Consider a stochastic differential equation driven by G-Brownian motion dX(t) = AX (t)dt + sigma (t, X (t))dB(t) which might be regarded as a stochastic perturbed system of dX(t) = AX(t)dt. Suppose the second equation is quasi surely exponentially stable. In this paper. we investigate the sufficient conditions under which the first equation is still quasi surely exponentially stable. (C) 2012 Elsevier Ltd. All rights reserved.

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