Pantograph stochastic differential equations driven by G-Brownian motion

[摘要] 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. (C) 2019 Elsevier Inc. All rights reserved.

[发布日期] 2019-12-01

[关键词] Pantograph stochastic differential equation;Asymptotic boundedness;G-Brownian motion;Stability