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
- Scientific Research Foundation of Yunnan Province Education Committee [2011C120]
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.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据