Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion☆
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Keywords
G-Brownian motion
Stopping times
G-stochastic differential equations
Lyapunov functions
Stability
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Xinpeng Li research is supported by Fundamental Research Funds of Shandong University under grant No. 2014GN007, by the China Postdoctoral Science Foundation under grant No. 2014M561907 and by the SRF for ROCS, State Education Ministry of China; Xiangyun Lin research is supported by the National Natural Science Foundation of China under grant No. 11271007; Yiqing Lin research is supported by the European Research Council (ERC) under grant FA506041 and under grant 321111.
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