当前位置: X-MOL 学术Math. Methods Appl. Sci. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
The existence–uniqueness and exponential estimate of solutions for stochastic functional differential equations driven by G‐Brownian motion
Mathematical Methods in the Applied Sciences ( IF 2.9 ) Pub Date : 2020-09-09 , DOI: 10.1002/mma.6867
Faiz Faizullah 1 , Quanxin Zhu 2 , Rahman Ullah 3
Affiliation  

The objective of this article is to present the analysis of stochastic functional differential equations in the G‐framework (G‐SFDEs) with monotone type conditions. The existence–uniqueness theorem has been proved. The exponential and L G 2 estimates have been obtained. We have derived that the Lyapunov exponent of the solution is less than K ( 1 + 2 c 1 + 4 c 2 2 ) .

中文翻译:

G-布朗运动驱动的随机泛函微分方程解的存在唯一性和指数估计

本文的目的是介绍具有单调类型条件的G框架(G-SFDE)中的随机泛函微分方程的分析。已经证明了存在唯一性定理。指数和 大号 G 2 已获得估计。我们得出该解的Lyapunov指数小于 ķ 1个 + 2 C 1个 + 4 C 2 2
更新日期:2020-09-09
down
wechat
bug