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- Title
Almost Surely and Pth Moment Exponential Stability of Nonlinear Stochastic Delayed Systems Driven by G-Brownian Motion.
- Authors
Chao Wei
- Abstract
This article is devoted to analyze the stability of nonlinear stochastic delayed systems driven by G-Brownian motion. Firstly, we study the existence of global unique solution. Secondly, by using G-Itô formula, G-Lyapunov function, Gronwall's inequality and Borel-Cantelli lemma, we discuss the pth moment exponential stability and almost surely exponential stability of stochastic delayed systems. Finally, we provide an example to verify the results.
- Subjects
EXPONENTIAL stability; STOCHASTIC systems; GRONWALL inequalities; LYAPUNOV stability; BROWNIAN motion
- Publication
IAENG International Journal of Applied Mathematics, 2023, Vol 53, Issue 3, p779
- ISSN
1992-9978
- Publication type
Article