G-Brown运动驱动的脉冲随机泛函微分方程的指数稳定性
Exponential Stability of Impulsive Stochastic Functional Differential Equations Driven by G-Brownian Motion
摘要: 研究一类G-Brown运动驱动的脉冲随机泛函微分方程的p-阶矩指数稳定性。运用Razumikhin-型方法、G-Lyapunov函数、随机分析和代数不等式技巧,获得了该类方程的平凡解是p-阶矩指数稳定的充分条件。同时,通过一个例子说明所得的结果。
Abstract: This paper investigates the p-th moment exponential stability of impulsive stochastic functional differential equations driven by G-Brownian motion (G-ISFDEs). By employing the Razumikhin- type method, G-Lyapunov functions, stochastic analysis and algebraic inequality techniques, some sufficient criteria ensuring the p-th moment exponential stability of the trivial solution to G- ISFDEs are established. Meanwhile, an example is presented to illustrate the obtained results.
文章引用:王吉平, 李光洁. G-Brown运动驱动的脉冲随机泛函微分方程的指数稳定性[J]. 理论数学, 2021, 11(6): 1221-1229. https://doi.org/10.12677/PM.2021.116135

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