Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion

ABSTRACT

This paper aims to establish the robust stability and boundedness for a class of stochastic differential equations with delay driven by G-Brownian motion (G-SDDEs in short), whose coefficients do not satisfy the linear growth conditions. We obtain a set of sufficient conditions to ensure that the considered system is robustly stable and bounded. Finally, an example is given to illustrate the effectiveness of the developed theoretical results.

KEYWORDS:

• Stochastic differential equations
• robust stability
• robust boundedness
• G-Lyapunov function
• G-Brownian motion

Disclosure statement

No potential conflict of interest was reported by the authors.