Practical stability of stochastic differential delay equations driven by G-Brownian motion with general decay rate
This article is concerned with the quasi sure practical stability of nonlinear stochastic differential delay equations driven by G-Brownian motion (G-SDDEs) with a general decay rate. Sufficient conditions are established by constructing appropriate G-Lyapunov functionals. Moreover, we provide some numerical examples to demonstrate the effectiveness of the obtained results. For more information see https://ejde.math.txstate.edu/Volumes/2024/70/abstr.html
Authors
- Faten Ezzine (ORCID: https://orcid.org/0000-0002-0854-7751)
- Mohamed Ali Hammami (ORCID: https://orcid.org/0000-0002-9347-4525)
- Tomás Caraballo (ORCID: https://orcid.org/0000-0003-4697-898X)
Institutions
- University of Sfax (TN)
- Universidad de Sevilla (ES)
Publication Details
- Journal
- Electronic Journal of Differential Equations
- Published
- 2024-11-11
- DOI
- https://doi.org/10.58997/ejde.2024.70
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00