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ABSTRACT In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs, in short). In particular, we study the exponentially and quasi sure exponential… Click to show full abstract
ABSTRACT In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs, in short). In particular, we study the exponentially and quasi sure exponential stability of the square-mean almost automorphic solutions of the IGSDEs. Specifically by employing the Lyapunov function method, a new set of sufficient conditions is derived for obtaining the required result.
Keywords:
stochastic differential;
brownian motion;
equations driven;
differential equations;
impulsive stochastic;
driven brownian
Journal Title: International Journal of Control
Year Published: 2020
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Journal Title: International Journal of Control
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!