Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion

Volume 10, Issue 4, pp 1830--1841 http://dx.doi.org/10.22436/jnsa.010.04.43

Publication Date: April 20, 2017 Submission Date: December 01, 2016

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Authors

Min Zhu - School of Mathematics and Statistics, Central South University, Changsha, Hunan, 410083, China. - College of Traffic Engineering, Hunan University of Technology, Zhuzhou, Hunan, 412007, China. Junping Li - School of Mathematics and Statistics, Central South University, Changsha, Hunan, 410083, China. Yongxiang Zhu - College of Traffic Engineering, Hunan University of Technology, Zhuzhou, Hunan, 412007, China.

Abstract

In this work, we study a class of neutral stochastic functional differential equations driven by G-Brownian motion. We derive by variation-of-constants formula sufficient conditions for exponential stability and quasi sure exponential stability of the solutions. Finally, we provide an example to illustrate the effectiveness of the theoretical results.

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Keywords

• Neutral
• variation-of-constants formula
• exponential stability
• G-Brownian motion.

MSC

•  60H20
•  60H30

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