Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708391 | Applied Mathematics Letters | 2012 | 5 Pages |
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
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Computational Mechanics
Authors
Defei Zhang, Zengjing Chen,