Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si3.svg"><mml:mi>G</mml:mi></mml:math>-Brownian Motion-Reference-Cited by-同舟云学术

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

Published:2022-06 Issue:9 Volume:359 Page:4366-4392
ISSN:0016-0032
Container-title:Journal of the Franklin Institute
language:en
Short-container-title:Journal of the Franklin Institute

Author:

Fei Chen,Fei Weiyin^ORCID,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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1. A new criterion on stability in distribution for a hybrid stochastic delay differential equation;Journal of the Franklin Institute;2024-11

2. Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion;Statistics & Probability Letters;2024-11

3. Stability of Highly Nonlinear Stochastic Delay Systems with Hybrid Switchings;Qualitative Theory of Dynamical Systems;2024-09-11

4. Ulam–Hyers–Rassias stability for stochastic differential equations driven by the time-changed Brownian motion;Systems & Control Letters;2024-09

5. A note on the G-Itô Formula and a comment on “Averaging Principle for SDEs of Neutral Type Driven by G-Brownian Motion”;Stochastics and Dynamics;2024-05

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