Article ID Journal Published Year Pages File Type
1708391 Applied Mathematics Letters 2012 5 Pages PDF
Abstract

Consider a stochastic differential equation driven by G-Brownian motion dX(t)=AX(t)dt+σ(t,X(t))dBtdX(t)=AX(t)dt+σ(t,X(t))dBt which might be regarded as a stochastic perturbed system of dX(t)=AX(t)dt.dX(t)=AX(t)dt. Suppose the second equation is quasi surely exponentially stable. In this paper, we investigate the sufficient conditions under which the first equation is still quasi surely exponentially stable.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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