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Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function

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  • Zhu, Dejun

Abstract

This paper deals with practical stability problem for nonlinear stochastic delayed systems with G-Brownian motion (GSDSs). Practical stability can describe qualitative behavior and quantitative properties of systems in comparison with traditional Lyapunov stability theory. By employing stochastic analysis technique, Razumikhin-type theorem and vector G-Lyapunov function, new sufficient conditions for pth moment practical exponential stability of GSDSs are proposed. Finally, two examples are presented to verify the feasibility of theoretical results.

Suggested Citation

  • Zhu, Dejun, 2022. "Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 199(C), pages 307-316.
    • Handle: RePEc:eee:matcom:v:199:y:2022:i:c:p:307-316
    DOI: 10.1016/j.matcom.2022.04.002
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    References listed on IDEAS

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    1. Peng, Shiguo & Jia, Baoguo, 2010. "Some criteria on pth moment stability of impulsive stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1085-1092, July.
    2. Xu, Liguang & Dai, Zhenlei & Hu, Hongxiao, 2019. "Almost sure and moment asymptotic boundedness of stochastic delay differential systems," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 157-168.
    3. Cao, Wenping & Zhu, Quanxin, 2021. "Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method," Applied Mathematics and Computation, Elsevier, vol. 405(C).
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