Electron. J. Differential Equations, Vol. 2024 (2024), No. 70, pp. 1-26.

Practical stability of stochastic differential delay equations driven by G-Brownian motion with general decay rate

Tomas Caraballo, Faten Ezzine, Mohamed Ali Hammami

Abstract:
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.

Submitted March 29, 2024. Published November 11, 2024.
Math Subject Classifications: 93E03, 60H10.
Key Words: G-Stochastic delay systems; quasi sure practical stability, decay function, G-Brownian motion, G-Lyapunov functional, G-Ito formula.
DOI: 10.58997/ejde.2024.70

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Tomás Caraballo
Dpto. Ecuaciones Diferenciales y Análisis Numérico
Facultad de Matemáticas
Universidad de Sevilla
c/ Tarfia s/n, 41012-Sevilla, Spain
email: caraball@us.es
  Faten Ezzine
University of Sfax, Faculty of Sciences of Sfax
Department of Mathematics, Tunisia
email: ezzinefaten94fss@gmail.com
  Mohamed Ali Hammami
University of Sfax, Faculty of Sciences of Sfax
Department of Mathematics, Tunisia
email: MohamedAli.Hammami@fss.rnu.tn

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