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
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
Journal title :
Applied Mathematics Letters