Stabilization of Nonlinear Stochastic Delay Differential Equations Driven by G-Brownian Motion [G-Brown运动驱动的非线性随机时滞微分方程的稳定化]

作者：Li G.; Yang Q.^*

来源：Applied Mathematics and Mechanics, 2021, 42(8): 841-851.

DOI：10.21656/1000-0887.410332

• Asymptotical stability
• Delay feedback control
• G-Brownian motion
• Nonlinear stochastic delay differential equation

The stabilization problem of a class of nonlinear stochastic delay differential equations driven by G-Brownain motion (G-SDDEs) was studied. Firstly, a delay feedback control was designed in the drift term of an unstable nonlinear G-SDDE, and the controlled system was therefore obtained. Then, with the Lyapunov technique, sufficient conditions for the asymptotical stability of the controlled system were given. Finally, two examples were presented to illustrate the obtained results.

• 单位
  华南理工大学