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4. The p -th moment stability of solutions to impulsive stochastic differential equations driven by G -Brownian motion.

Author

Ren, Yong, Jia, Xuejuan, and Sakthivel, R.

Subjects
*STOCHASTIC differential equations, *STABILITY theory, *BROWNIAN motion, *IMPULSIVE differential equations, *LYAPUNOV functions
Abstract

In this paper, we consider a class of impulsive stochastic differential equations driven byG-Brownian motion (IGSDEs in short). By means of theG-Lyapunov function method, some criteria onp-th moment stability andp-th moment asymptotical stability for the trivial solutions of IGSDEs are established. An example is presented to illustrate the efficiency of the obtained results. [ABSTRACT FROM AUTHOR] more...

Published
2017
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