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Stability analysis of stochastic pantograph multi-group models with dispersal driven by G-Brownian motion

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  • Ren, Yong
  • Wang, Kai
  • Yang, Huijin

Abstract

In this work, we discuss the stability of stochastic pantograph multi-group models with dispersal perturbed by G-Brownian motion (G-SPMGMs, for short) with general decay rate, which includes polynomial stability, exponential stability, and logarithmic stability as special cases. With the help of G-vertex-Lyapunov functions, G-stochastic analysis technique and graph-theory on multi-digraph, sufficient criteria are obtained for the stability of G-SPMGMs. An application to a class of stochastic coupled pantograph oscillators with G-Brownian motion perturbation and an example are given to demonstrate the obtained results.

Suggested Citation

  • Ren, Yong & Wang, Kai & Yang, Huijin, 2019. "Stability analysis of stochastic pantograph multi-group models with dispersal driven by G-Brownian motion," Applied Mathematics and Computation, Elsevier, vol. 355(C), pages 356-365.
    • Handle: RePEc:eee:apmaco:v:355:y:2019:i:c:p:356-365
    DOI: 10.1016/j.amc.2019.03.003
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    References listed on IDEAS

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    1. Feng Hu, 2017. "The modulus of continuity theorem for G-Brownian motion," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(7), pages 3586-3598, April.
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    Cited by:

    1. Wu, Hao & Hu, Junhao & Yuan, Chenggui, 2022. "Stability of numerical solution to pantograph stochastic functional differential equations," Applied Mathematics and Computation, Elsevier, vol. 431(C).

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