Internet Archive Scholar

Stability with respect to a part of the variables of stochastic dierential equations driven by G-Brownian motion [post]

Tomas Caraballo, Faten Ezzine, Mohamed Ali Hammami
2020 unpublished

Preserved Fulltext

fulltext thumbnail
Web Archive Capture PDF (344.0 kB)
https://web.archive.org/web/20210716134911/https://d197for5662m48.cloudfront.net/documents/publicationstatus/35259/preprint_pdf/0d429bb6f700e438e75378f43f842158.pdf

A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL. The file type is application/pdf.

In this paper, we investigate the pth moment exponential stability of stochastic differential equations driven by G-Brownian motion (G-SDEs) with respect to a part of the variables by means of the G-Lyapunov functions and Gronwall's inequalities. We establish sufficient conditions to ensure the quasi sure exponential stability of stochastic differential equations perturbed by G-Brownian motion with respect to a part of the variables. Some illustrative examples to show the usefulness of the
more » ... lity with respect to a part of variables notion are also provided. Keywords: G-Stochastic differential equations, G-Itô formula, G-Brownian motion, pth moment exponential stability with respect to a part of the variables, quasi sure exponential stability with respect to a part of the variables . Mathematics Subject Classification Primary 93E03 · Secondary 60H10.
doi:10.22541/au.158879136.67161367 fatcat:r2j5spniebccxgokgsk3rvkgfa
Open Access
Citation

Tomas Caraballo, Faten Ezzine, Mohamed Ali Hammami. "Stability with respect to a part of the variables of stochastic dierential equations driven by G-Brownian motion." (2020)