Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Lévy Process
Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Lévy Process
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New York: Springer US
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English
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New York: Springer US
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Contents
In this paper, BDG-type inequality for
G
-stochastic calculus with respect to
G
-Lévy process is obtained, and solutions of the stochastic differential equations driven by the
G
-Lévy process under the non-Lipschitz condition are constructed. Furthermore, the mean square exponential stability and quasi-sure exponential stability o...
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Full title
Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Lévy Process
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TN_cdi_proquest_journals_2529009086
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2529009086
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ISSN
0095-4616
E-ISSN
1432-0606
DOI
10.1007/s00245-019-09583-0
