International Journal of Control, Vol.92, No.3, 642-652, 2019
Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion
In this article, the pth moment globally exponential ultimate boundedness, pth moment globally exponential stability, quasi sure globally exponential boundedness and quasi sure globally exponential stability are investigated for impulsive stochastic differential equations driven by G-Brownian motion. Using G-Lyapunov function methods and inequality techniques, some sufficient conditions are derived for the boundedness and stability. Comparing with the existing methods, the obtained results allow the corresponding impulse-free systems to be unstable and unbounded. An example is provided to show the effectiveness of the theoretical results.
Keywords:Impulsive stochastic differential systems;G-Brownian motion;exponential ultimate boundedness;quasi sure exponential boundedness