Article ID Journal Published Year Pages File Type
4628138 Applied Mathematics and Computation 2014 7 Pages PDF
Abstract

This paper is concerned with p-moment stability of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) by means of the Lyapunov function and the Itô formula. An example is given to illustrate the effectiveness of the obtained results.

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Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
p-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion
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