dc.creator | Caraballo Garrido, Tomás | es |
dc.creator | Ezzine, Faten | es |
dc.creator | Hammami, Mohamed Ali | es |
dc.date.accessioned | 2023-07-11T09:42:56Z | |
dc.date.available | 2023-07-11T09:42:56Z | |
dc.date.issued | 2020-11-01 | |
dc.identifier.citation | Caraballo Garrido, T., Ezzine, F. y Hammami, M.A. (2020). Stability with respect to a part of the variables of stochastic di erential equations driven by G-Brownian motion. International Journal of Control, 96, 7, 1797-1809. https://doi.org/10.1080/00207179.2022.2070548 | |
dc.identifier.issn | 0020-7179 | es |
dc.identifier.issn | 1366-5820 | es |
dc.identifier.uri | https://hdl.handle.net/11441/147840 | |
dc.description.abstract | In this paper, we investigate the pth moment exponential stability of stochastic dif-
ferential equations driven by G-Brownian motion (G-SDEs) with respect to a part of the
variables by means of the G-Lyapunov functions and recently developed It^o's calculus for
SDEs driven by G-Brownian motion, as well as Gronwall's inequalities. We establish suf-
cient conditions to ensure the quasi sure exponential stability of stochastic di erential
equations perturbed by G-Brownian motion with respect to a part of the variables. Some
illustrative examples to show the usefulness of the stability with respect to a part of the
variables notion are also provided. | es |
dc.format | application/pdf | es |
dc.format.extent | 12 p. | es |
dc.language.iso | eng | es |
dc.publisher | Springer | es |
dc.relation.ispartof | International Journal of Control, 96, 7, 1-19. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | G-Stochastic di erential equations | es |
dc.subject | G-Itô formula | es |
dc.subject | G-Brownian motion | es |
dc.subject | Pth moment exponential stability with respect to a part of the variables | es |
dc.subject | Quasi sure exponential stability with respect to a part of the variables | es |
dc.title | Stability with respect to a part of the variables of stochastic di erential equations driven by G-Brownian motion | es |
dc.type | info:eu-repo/semantics/article | es |
dc.type.version | info:eu-repo/semantics/submittedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico | es |
dc.relation.publisherversion | https://doi.org/10.1007/s10883-022-09593-2 | es |
dc.identifier.doi | 10.1080/00207179.2022.2070548 | es |
dc.contributor.group | Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales | es |
dc.journaltitle | International Journal of Control | es |
dc.publication.volumen | 96 | es |
dc.publication.initialPage | 1797 | es |
dc.publication.endPage | 1809 | es |