Impulsive Stability of Stochastic Functional Differential Systems Driven by G-Brownian Motion

Lijun Pan, Jinde Cao and Yong Ren
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Lijun Pan: School of Mathematics and Statistics, Lingnan Normal University, Zhanjiang 524048, China
Jinde Cao: School of Mathematics, Southeast University, Nanjing 210096, China
Yong Ren: School of Mathematics and Statistics, Anhui Normal University, Wuhu 241000, China

Mathematics, 2020, vol. 8, issue 2, 1-16

Abstract: This paper is concerned with the p -th moment exponential stability and quasi sure exponential stability of impulsive stochastic functional differential systems driven by G-Brownian motion (IGSFDSs). By using G-Lyapunov method, several stability theorems of IGSFDSs are obtained. These new results are employed to impulsive stochastic delayed differential systems driven by G-motion (IGSDDEs). In addition, delay-dependent method is developed to investigate the stability of IGSDDSs by constructing the G-Lyapunov–Krasovkii functional. Finally, an example is given to demonstrate the effectiveness of the obtained results.

Keywords: stability; stochastic systems; delay; impulse; G-Brownian motion (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
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