Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion

Journal of Mathematical Analysis and Applications

Volumn 439, Issue 1, 2016, Pages 235-255

  Li, Xinpeng ^a   Lin, Xiangyun ^b   Lin, Yiqing ^c,d  

^a SHANDONG UNIVERSITY   (China)

^b SHANDONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^c UNIVERSITY OF VIENNA   (Austria)

^d CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

G Brownian motion; G stochastic differential equations; Lyapunov functions; Stability; Stopping times

Indexed keywords

EID: 84960503305     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2016.02.042     Document Type: Article

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