p-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion
p-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion
复制标题
DOI：
10.1016/j.amc.2013.12.111
复制
发表时间：
2014-03
期刊：
影响因子：
--
通讯作者：
Lanying Hu;Yong Ren;T. Xu
中科院分区：
文献类型：
--
作者：
Lanying Hu;Yong Ren;T. Xu
利用李雅普诺夫函数和伊藤公式研究了G-布朗运动驱动的随机微分方程解的p-矩稳定性.最后给出一个例子说明所得结果的有效性.
This paper is concerned withp-moment stability of solutions to stochastic differential equations driven byG-Brownian motion (GSDEs) by means of the Lyapunov function and the Itô formula. An example is given to illustrate the effectiveness of the obtained results.