Title of article
Exponential stability for stochastic differential equation driven by G-Brownian motion
Author/Authors
Zhang، نويسنده , , Defei and Chen، نويسنده , , Zengjing Chen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
5
From page
1906
To page
1910
Abstract
Consider a stochastic differential equation driven by G-Brownian motion d X ( t ) = A X ( t ) d t + σ ( t , X ( t ) ) d B t which might be regarded as a stochastic perturbed system of d X ( t ) = A X ( t ) d t . 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.
Keywords
Exponential stability , stochastic differential equation , G-Brownian motion , Capacity
Journal title
Applied Mathematics Letters
Serial Year
2012
Journal title
Applied Mathematics Letters
Record number
1528567
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