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Lyapunov Techniques for Stochastic Differential Equations Driven by Fractional Brownian Motion
Joint Authors
Zeng, Caibin
Chen, YangQuan
Yang, Qi-Gui
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-11
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
Little seems to be known about evaluating the stochastic stability of stochastic differential equations (SDEs) driven by fractional Brownian motion (fBm) via stochastic Lyapunov technique.
The objective of this paper is to work with stochastic stability criterions for such systems.
By defining a new derivative operator and constructing some suitable stochastic Lyapunov function, we establish some sufficient conditions for two types of stability, that is, stability in probability and moment exponential stability of a class of nonlinear SDEs driven by fBm.
We will also give an example to illustrate our theory.
Specifically, the obtained results open a possible way to stochastic stabilization and destabilization problem associated with nonlinear SDEs driven by fBm.
American Psychological Association (APA)
Zeng, Caibin& Yang, Qi-Gui& Chen, YangQuan. 2014. Lyapunov Techniques for Stochastic Differential Equations Driven by Fractional Brownian Motion. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1033664
Modern Language Association (MLA)
Zeng, Caibin…[et al.]. Lyapunov Techniques for Stochastic Differential Equations Driven by Fractional Brownian Motion. Abstract and Applied Analysis No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-1033664
American Medical Association (AMA)
Zeng, Caibin& Yang, Qi-Gui& Chen, YangQuan. Lyapunov Techniques for Stochastic Differential Equations Driven by Fractional Brownian Motion. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1033664
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1033664