Exponential stability of solutions to impulsive stochastic differential equations driven by $G$-Brownian motion

By Yong Ren, X. Jia, Lanying Hu. 2015

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In this paper, we establish the $p$-th moment exponential stability and quasi sure exponential stability of the solutions to impulsive stochastic differential equations driven by $G$-Brownian motion (IGSDEs in short) by means of $G$-Lyapunov function method. An example is presented to illustrate the efficiency of the obtained results.

Subfields: Applied Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/3855b08a6f0c16c21b917f15ed49bc07276c4604