Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion

Author:

Fei Chen,Fei WeiyinORCID,Mao Xuerong,Yan Litan

Funder

Newton Fund

Royal Society

Royal Society of Edinburgh

National Natural Science Foundation of China

Shaanxi Administration of Foreign Expert Affairs

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Networks and Communications,Signal Processing,Control and Systems Engineering

Reference64 articles.

1. Ambiguity, risk and asset returns in continuous time;Chen;Econometrica,2002

2. A strong law of large numbers for non-additive probabilities;Chen;International Journal of Approximate Reasoning,2013

3. Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler-Maruyama method;Deng;Applied Mathematics Letters,2019

4. Generalized Ait-Sahalia-type interest rate model with poisson jumps and convergence of the numerical approximation;Deng;Physica A,2019

5. Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion paths;Denis;arXiv:0802.1240v1,2008

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