Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion

被引:31
|
作者
Xu, Liguang [1 ,2 ]
Ge, Shuzhi Sam [2 ]
Hu, Hongxiao [3 ]
机构
[1] Zhejiang Univ Technol, Dept Appl Math, Hangzhou, Zhejiang, Peoples R China
[2] Natl Univ Singapore, Dept Elect & Comp Engn, Singapore, Singapore
[3] Shanghai Univ Sci & Technol, Coll Sci, Shanghai, Peoples R China
基金
中国国家自然科学基金;
关键词
Impulsive stochastic differential systems; G-Brownian motion; exponential ultimate boundedness; quasi sure exponential boundedness; EXPONENTIAL STABILITY; INVARIANT-SETS; SYSTEMS;
D O I
10.1080/00207179.2017.1364426
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this article, the pth moment globally exponential ultimate boundedness, pth moment globally exponential stability, quasi sure globally exponential boundedness and quasi sure globally exponential stability are investigated for impulsive stochastic differential equations driven by G-Brownian motion. Using G-Lyapunov function methods and inequality techniques, some sufficient conditions are derived for the boundedness and stability. Comparing with the existing methods, the obtained results allow the corresponding impulse-free systems to be unstable and unbounded. An example is provided to show the effectiveness of the theoretical results.
引用
收藏
页码:642 / 652
页数:11
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