Stabilization of Stochastic Differential Equations Driven by G-Brownian Motion with Aperiodically Intermittent Control
Pengju Duan
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Pengju Duan: School of Mathematics and Statistics, Suzhou University, Suzhou 234000, China
Mathematics, 2021, vol. 9, issue 9, 1-7
Abstract:
The paper is devoted to studying the exponential stability of a mild solution of stochastic differential equations driven by G-Brownian motion with an aperiodically intermittent control. The aperiodically intermittent control is added into the drift coefficients, when intermittent intervals and coefficients satisfy suitable conditions; by use of the G-Lyapunov function, the p -th exponential stability is obtained. Finally, an example is given to illustrate the availability of the obtained results.
Keywords: exponential stability; aperiodically intermittent control; G-Brownian motion; stochastic differential equations (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:9:y:2021:i:9:p:988-:d:544898
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