Open AccessFurther results on stabilization of stochastic differential equations with delayed feedback control under $ G $-expectation framework
Author(s) -
Wensheng Yin,
Jinde Cao,
Guoqiang Zheng
Publication year - 2022
Publication title -
discrete and continuous dynamical systems. series b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2021072
Subject(s) - mathematics , stochastic differential equation , range (aeronautics) , brownian motion , order (exchange) , discrete mathematics , statistics , finance , materials science , economics , composite material
In this paper we establish a comparison approach to study stabilization of stochastic differential equations driven by \begin{document}$ G $\end{document} -Brownian motion with delayed ( \begin{document}$ G $\end{document} -SDDEs for short) feedback control. This theory also extends to a general range of moment order and brings more choices of \begin{document}$ p $\end{document} . Finally, a simple example is proposed to demonstrate the applications of our theory.