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Stabilization of Stochastic Differential Equations Driven by G-Brownian Motion with Aperiodically Intermittent Control

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  • Pengju Duan

    (School of Mathematics and Statistics, Suzhou University, Suzhou 234000, China)

Abstract

The paper is devoted to studying the exponential stability of a mild solution of stochastic differential equations driven by G-Brownian motion with an aperiodically intermittent control. The aperiodically intermittent control is added into the drift coefficients, when intermittent intervals and coefficients satisfy suitable conditions; by use of the G-Lyapunov function, the p -th exponential stability is obtained. Finally, an example is given to illustrate the availability of the obtained results.

Suggested Citation

  • Pengju Duan, 2021. "Stabilization of Stochastic Differential Equations Driven by G-Brownian Motion with Aperiodically Intermittent Control," Mathematics, MDPI, vol. 9(9), pages 1-7, April.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:9:p:988-:d:544898
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    References listed on IDEAS

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    1. Peng, Shige, 2008. "Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation," Stochastic Processes and their Applications, Elsevier, vol. 118(12), pages 2223-2253, December.
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