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Start Over Author "Ullah, Rahman" Journal mathematical methods in the applied sciences
4 results on '"Ullah, Rahman"'

4. The existence–uniqueness and exponential estimate of solutions for stochastic functional differential equations driven by G‐Brownian motion.

Author

Faizullah, Faiz, Zhu, Quanxin, and Ullah, Rahman

Subjects
FUNCTIONAL differential equations, STOCHASTIC differential equations, BROWNIAN motion, WIENER processes, STOCHASTIC analysis, EXISTENCE theorems, LYAPUNOV exponents
Abstract

The objective of this article is to present the analysis of stochastic functional differential equations in the G‐framework (G‐SFDEs) with monotone type conditions. The existence–uniqueness theorem has been proved. The exponential and LG2 estimates have been obtained. We have derived that the Lyapunov exponent of the solution is less than K(1+2c1+4c22). [ABSTRACT FROM AUTHOR]

Published
2021
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