Artículo
Stability with respect to a part of the variables of stochastic di erential equations driven by G-Brownian motion
Autor/es | Caraballo Garrido, Tomás
Ezzine, Faten Hammami, Mohamed Ali |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2020-11-01 |
Fecha de depósito | 2023-07-11 |
Publicado en |
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Resumen | 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 ... 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. |
Cita | 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 |
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