The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion |
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Authors: | Yong Ren Xuejuan Jia |
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Affiliation: | Department of Mathematics, Anhui Normal University, Wuhu, China. |
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Abstract: | In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs in short). By means of the G-Lyapunov function method, some criteria on p-th moment stability and p-th moment asymptotical stability for the trivial solutions of IGSDEs are established. An example is presented to illustrate the efficiency of the obtained results. |
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Keywords: | Stochastic differential equation G-Brownian motion p-th moment stability p-th moment asymptotical stability Lyapunov function method |
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