Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion

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Fei, Chen and Fei, Weiyin and Mao, Xuerong and Yan, Litan (2022) Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion. Journal of the Franklin Institute, 359 (9). pp. 4366-4392. ISSN 0016-0032 (https://doi.org/10.1016/j.jfranklin.2022.03.027)

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Abstract

Based on the classical probability, the stability of stochastic differential delay equations (SDDEs) whose coefficientsare growing at most linearly has been investigated intensively. Moreover, the delay-dependent stability of highlynonlinear hybrid stochastic differential equations (SDEs) has also been studied recently. In this paper, using thenonlinear expectation theory, we first explore the delay-dependent criteria on the asymptotic stability for a class ofhighly nonlinear SDDEs driven by G-Brownian motion (G-SDDEs). Then, the (weak) quasi-sure stability of solutionsto G-SDDEs is developed. Finally, an example is analyzed by the φ-max-mean algorithm to illustrate our theoreticalresults.

ORCID iDs

Fei, Chen, Fei, Weiyin, Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864 and Yan, Litan;
  • Item type:Article
    ID code:80075
    Dates:
    Date
    Event
    30 June 2022
    Published
    2 April 2022
    Published Online
    24 March 2022
    Accepted
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:04 Apr 2022 13:31
    Last modified:19 Dec 2024 01:29
    URI:https://strathprints.strath.ac.uk/id/eprint/80075
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