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

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

Authors :
Ren, Yong
Jia, Xuejuan
Sakthivel, R.
Source :
Applicable Analysis; May2017, Vol. 96 Issue 6, p988-1003, 16p
Publication Year :
2017

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]

Details

Language :
English
ISSN :
00036811
Volume :
96
Issue :
6
Database :
Complementary Index
Journal :
Applicable Analysis
Publication Type :
Academic Journal
Accession number :
121746574
Full Text :
https://doi.org/10.1080/00036811.2016.1169529