On Boundedness and Convergence of Solutions for Neutral Stochastic Functional Differential Equations Driven by G-Brownian Motion

Advances in Difference Equations - Germany
doi 10.1186/s13662-019-2218-x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Convergence of Delay Differential Equations Driven by Fractional Brownian Motion

Journal of Evolution Equations
Mathematics
2010English

Parametric Estimation for Linear Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

Random Operators and Stochastic Equations
StatisticsProbabilityAnalysis
2008English

Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion

Journal of Partial Differential Equations
2017English

Stochastic Averaging Principle for Differential Equations With Non-Lipschitz Coefficients Driven by Fractional Brownian Motion

Stochastics and Dynamics
ModelingSimulation
2017English

Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Journal of Applied Mathematics
Applied Mathematics
2013English

Boundedness of Solutions to Functional Integro-Differential Equations

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1992English

Discontinuous Solutions of Neutral Functional Differential Equations

Publicacions Matematiques
Mathematics
1993English

Estimates for the Solution to Stochastic Differential Equations Driven by a Fractional Brownian Motion With Hurst Parameter H ∈ (⅓, ½)

Stochastics and Dynamics
ModelingSimulation
2011English

P-Th Moment Exponential Convergence Analysis for Stochastic Networked Systems Driven by Fractional Brownian Motion

Complex & Intelligent Systems
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy