메뉴 건너뛰기




Volumn 230, Issue , 2014, Pages 231-237

P-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion

Author keywords

G Brownian motion; Lyapunov fucntion; p Moment stability; Stochastic differential equation

Indexed keywords

G-BROWNIAN MOTION; P-MOMENT STABILITY; STOCHASTIC DIFFERENTIAL EQUATIONS;

EID: 84892968737     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2013.12.111     Document Type: Article
Times cited : (25)

References (19)
  • 4
    • 69749114968 scopus 로고    scopus 로고
    • Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
    • F. Gao Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion Stochastic Processes Appl. 11 2009 3356 3382
    • (2009) Stochastic Processes Appl. , vol.11 , pp. 3356-3382
    • Gao, F.1
  • 5
    • 66749166022 scopus 로고    scopus 로고
    • On the representation theorem of G-expectations and paths of G-Brownian motion
    • M. Hu, and S. Peng On the representation theorem of G-expectations and paths of G-Brownian motion Acta Math. Appl. Sin. Engl. Ser. 25 2009 539 546
    • (2009) Acta Math. Appl. Sin. Engl. Ser. , vol.25 , pp. 539-546
    • Hu, M.1    Peng, S.2
  • 6
    • 79956213185 scopus 로고    scopus 로고
    • Stopping times and related Itô's calculus with G-Brownian motion
    • X. Li, and S. Peng Stopping times and related Itô's calculus with G-Brownian motion Stochastic Processes Appl. 121 2011 1492 1508
    • (2011) Stochastic Processes Appl. , vol.121 , pp. 1492-1508
    • Li, X.1    Peng, S.2
  • 7
    • 84873324583 scopus 로고    scopus 로고
    • Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions
    • Y. Lin Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions Electron. J. Probab. 18 2013 1 23
    • (2013) Electron. J. Probab. , vol.18 , pp. 1-23
    • Lin, Y.1
  • 8
    • 54349094098 scopus 로고    scopus 로고
    • Stability of solutions for stochastic impulsive systems via comparison approach
    • B. Liu Stability of solutions for stochastic impulsive systems via comparison approach IEEE Trans. Autom. Control 53 2008 2128 2133
    • (2008) IEEE Trans. Autom. Control , vol.53 , pp. 2128-2133
    • Liu, B.1
  • 9
    • 53449100050 scopus 로고    scopus 로고
    • Stability of stochastic partial differential equations with infinite delays
    • J. Luo Stability of stochastic partial differential equations with infinite delays J. Comput. Appl. Math. 222 2008 364 371
    • (2008) J. Comput. Appl. Math. , vol.222 , pp. 364-371
    • Luo, J.1
  • 10
    • 84883606894 scopus 로고    scopus 로고
    • G-expectation, G-Brownian motion and related stochastic calculus of Itô type
    • Abel Symp. Springer Berlin
    • S. Peng G-expectation, G-Brownian motion and related stochastic calculus of Itô type Stochastic Process. Appl. Abel Symp. 2 2007 Springer Berlin 541 567
    • (2007) Stochastic Process. Appl. , vol.2 , pp. 541-567
    • Peng, S.1
  • 12
    • 55649091647 scopus 로고    scopus 로고
    • Multi-dimensional G- Brownian motion and related stochastic calculus under G-expectation
    • S. Peng Multi-dimensional G- Brownian motion and related stochastic calculus under G-expectation Stochastic Processes Appl. 118 2008 2223 2253
    • (2008) Stochastic Processes Appl. , vol.118 , pp. 2223-2253
    • Peng, S.1
  • 13
    • 84880848575 scopus 로고    scopus 로고
    • Stochastic functional differential equations with infinite delay driven by G-Brownian motion
    • Y. Ren, Q. Bi, and R. Sakthivel Stochastic functional differential equations with infinite delay driven by G-Brownian motion Math. Methods Appl. Sci. 36 2013 1746 1759
    • (2013) Math. Methods Appl. Sci. , vol.36 , pp. 1746-1759
    • Ren, Y.1    Bi, Q.2    Sakthivel, R.3
  • 14
    • 79751525589 scopus 로고    scopus 로고
    • A note on the stochastic differential equations driven by G-Brownian motion
    • Y. Ren, and L. Hu A note on the stochastic differential equations driven by G-Brownian motion Stat. Probab. Lett. 81 2011 580 585
    • (2011) Stat. Probab. Lett. , vol.81 , pp. 580-585
    • Ren, Y.1    Hu, L.2
  • 15
    • 1942504880 scopus 로고    scopus 로고
    • P-Moment stability of stochastic differential equations with jumps
    • S. Wu, D. Han, and X. Meng p-Moment stability of stochastic differential equations with jumps Appl. Math. Comput. 152 2004 505 519
    • (2004) Appl. Math. Comput. , vol.152 , pp. 505-519
    • Wu, S.1    Han, D.2    Meng, X.3
  • 16
    • 57149113777 scopus 로고    scopus 로고
    • Martingale characterization of G-Brownian motion
    • J. Xu, and B. Zhang Martingale characterization of G-Brownian motion Stochastic Processes Appl. 119 2009 232 248
    • (2009) Stochastic Processes Appl. , vol.119 , pp. 232-248
    • Xu, J.1    Zhang, B.2
  • 17
    • 77649171485 scopus 로고    scopus 로고
    • Extension and application of Itô's formula under G-framework
    • B. Zhang, J. Xu, and D. Kannan Extension and application of Itô's formula under G-framework Stochastic Anal. Appl. 28 2010 322 349
    • (2010) Stochastic Anal. Appl. , vol.28 , pp. 322-349
    • Zhang, B.1    Xu, J.2    Kannan, D.3
  • 18
    • 84865626370 scopus 로고    scopus 로고
    • Exponential stability for stochastic differential equation driven by G-Brownian motion
    • D. Zhang, and Z. Chen Exponential stability for stochastic differential equation driven by G-Brownian motion Appl. Math. Lett. 25 2012 1906 1910
    • (2012) Appl. Math. Lett. , vol.25 , pp. 1906-1910
    • Zhang, D.1    Chen, Z.2
  • 19
    • 67349163715 scopus 로고    scopus 로고
    • Stochastic functional differential equations with infinite delay
    • S. Zhou, Z. Wang, and D. Feng Stochastic functional differential equations with infinite delay J. Math. Anal. Appl. 357 2009 416 426
    • (2009) J. Math. Anal. Appl. , vol.357 , pp. 416-426
    • Zhou, S.1    Wang, Z.2    Feng, D.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.