Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Levy Process
Probability
2022-03-15 v1
Abstract
In this paper, BDG-type inequality for G-stochastic calculus with respect to G-Levy process is obtained and solutions of stochastic differential equations driven by G-Levy process under non-Lipschitz condition are constructed. Moreover, we establish the mean square exponential stability and quasi sure exponential stability of the solutions be means of G-Lyapunov function method. An example is presented to illustrate the efficiency of the obtained results.
Cite
@article{arxiv.1801.03776,
title = {Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Levy Process},
author = {Bingjun Wang and Hongjun Gao},
journal= {arXiv preprint arXiv:1801.03776},
year = {2022}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1211.2973 by other authors