Pantograph stochastic differential equations driven by G-Brownian motion

In this work, we discuss a kind of pantograph stochastic functional differential equations driven by G-Brownian motion (G-PSDEs, in short). When the coefficients satisfy local Lipschitz and generalized Lyapunov conditions, we establish existence, uniqueness, asymptotic boundedness and exponential st...

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Bibliographic Details
Published in:Journal of mathematical analysis and applications 2019-12, Vol.480 (1), p.123381, Article 123381
Main Authors: Hu, Lanying, Ren, Yong, He, Qian
Format: Article
Language:English
Subjects:
Asymptotic boundedness
G-Brownian motion
Pantograph stochastic differential equation
Stability
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Summary:In this work, we discuss a kind of pantograph stochastic functional differential equations driven by G-Brownian motion (G-PSDEs, in short). When the coefficients satisfy local Lipschitz and generalized Lyapunov conditions, we establish existence, uniqueness, asymptotic boundedness and exponential stability of the solution for G-PSDEs.
ISSN:0022-247X
1096-0813
DOI:10.1016/j.jmaa.2019.123381