References
- Peng S. G-expectation, G-Brownian motion and related stochastic calculus of Itô type. In: Stochastic Processes and their Applications. Abel Symposia. Vol. 2; Berlin: Springer; 2007. p. 541–567.
- Denis L, Hu M, Peng S. Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion pathes. arXiv: 0802. 1240v1 [math.PR]. 2008 Feb 9.
- Hu M, Peng S. On the representation theorem of G-expectations and paths of G-Brownian motion. Acta Math. Appl. Sin. Engl. Ser. 2009;25:539–546.
- Peng S. G-Brownian motion and dynamic risk measures under volatility uncertainty. arXiv: 0711.2834v1 [math.PR]. 2007 Nov 19.
- Peng S. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. Stoch. Process. Appl. 2008;118:2223–2253.
- Zhang B, Xu J, Kannan D. Extension and application of Itô’s formula under G-framework. Stoch. Anal. Appl. 2010;28:322–349.
- Gao F. Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion. Stoch. Process. Appl. 2009;11:3356–3382.
- Lin Y. Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions. Electron. J. Probab. 2013;18:1–23.
- Ren Y, Bi Q, Sakthivel R. Stochastic functional differential equations with infinite delay driven by G-Brownian motion. Math. Method. Appl. Sci. 2013;36:1746–1759.
- Ren Y, Hu L. A note on the stochastic differential equations driven by G-Brownian motion. Stat. Probab. Lett. 2011;81:580–585.
- Ballinger G, Liu X. Existence and uniqueness results for impulsive delay differential equations. Dyn. Contin. Discrete Impuls. Syst. 1999;5:579–591.
- Lakshmikantham V, Bainov D, Simeonov P. Theory of impulsive differential equations. Singapore: World Scientific; 1989.
- Liu X. Impulsive stabilization of nonlinear systems. IMA J. Math. Control Inform. 1993;10:11–19.
- Xu L, Ge SS. The p-moment exponential ultimate boundedness of implusive stochastic differential systems. Appl. Math. Lett. 2015;42:22–29.
- Liu B. Stability of solutions for stochastic impulsive systems via comparison approach. IEEE Trans. Autom. Control. 2008;53:2128–2133.
- Wu H, Sun J. p-moment stability of stochastic differential equations with impulsive jump and Markovian switching. Automatica. 2006;42:1753–1759.
- Wu S, Han D, Meng X. p-moment stability of stochastic differential equations with jumps. Appl. Math. Comput. 2004;152:505–519.
- Zhou S, Wang Z, Feng D. Stochastic functional differential equations with infinite delay. J. Math. Anal. Appl. 2009;357:416–426.
- Hu L, Ren Y, Xu T. p-moment stability of solutions to stochastic differential equations driven by G-Brownian motion. Appl. Math. Comput. 2014;230:231–237.
- Zhang D, Chen Z. Exponential stability for stochastic differential equations driven by G-Brownian motion. Appl. Math. Lett. 2012;25:1906–1910.
- Fei W, Fei C. Exponential stability for stochastic differential equations disturbed by G-Brownian motion. arXiv:1311.7311v1 [math.PR]. 2013 Nov 28.
- Ren Y, Jia X, Hu L. Exponential stability of solutions to implusive stochastic differential equations driven by G-Brownian motion. Discrete Contin. Dyn-B. Preprint.
- Li X, Peng S. Stopping times and related Itô’s calcilus with G-Brownian motion. arXiv: 0910.3871v2 [math.PR]. 2011 Apr 6.
- Ren Y, Cheng X, Sakthivel R. Impulsive neutral stochastic functional integro-differential with infinite delay driven by fBm. Appl. Math. Comput. 2014;247:205–212.
- Peng S. Nonlinear expectations and stochastic calculus under uncertainty. arXiv: 1002.4546v1 [math.PR]. 2010 Feb 24.