Exponential stability for stochastic differential equation driven by G-Brownian motion

Applied Mathematics Letters

Volumn 25, Issue 11, 2012, Pages 1906-1910

  Zhang, Defei ^a,b   Chena, Zengjing ^a  

^a SHANDONG UNIVERSITY   (China)

^b HONGHE UNIVERSITY   (China)

Author keywords

Exponential stability; G Brownian motion Capacity; Stochastic differential equation

Indexed keywords

ASYMPTOTIC STABILITY; DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

EXPONENTIALLY STABLE; G-BROWNIAN MOTION; PERTURBED SYSTEMS; STOCHASTIC DIFFERENTIAL EQUATIONS;

BROWNIAN MOVEMENT;

EID: 84865626370     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2012.02.063     Document Type: Article

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