摘要
利用构造Lyapunov函数的方法,讨论了一类由G布朗运动驱动的随机泛函微分方程的p阶渐近有界性及稳定性。得出了对应的G-SFDEs方程的解是p阶渐近有界且矩指数稳定的,改进并推广了由G布朗运动驱动的随机微分方程解的稳定性的相关结论。
The asymptotical boundedness in p-th mean and stability for the solution of a class of G-SFDEs are investigated by constructing Lyapunov function. Asymptotical boundedness in p-th mean and moment exponential stability for the solution of G-SFDEs are proved. The sufficient results of stability for the solution of stochastic differential equations driven by G-Brownian motion are improved and generalized.
作者
邹尚成
Zou Shangcheng(School of Mathematics and Information Science, Guangzhou University, Guangzhou 510006, China)
出处
《湖南文理学院学报（自然科学版）》
CAS
2018年第3期14-17,共4页
Journal of Hunan University of Arts and Science(Science and Technology)
关键词
随机微分方程
G布朗运动
稳定性
stochastic differential equation
G-Brownian motion
moment exponential stability
