Mean square exponential stability of stochastic function differential equations in the G-framework

Abstract

This research focuses on the stochastic functional differential equations driven by G-Brownian motion (G-SFDEs) with infinite delay. It is proved that the trivial solution of a G-SFDE with infinite delay is exponentially stable in mean square. An example is also presented to illustrate the effectiveness of the obtained theory.

Keywords

• mean square exponential stability
• stochastic functional differential equations
• g-brownian motion
• infinite delay
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