The existence–uniqueness and exponential estimate of solutions for stochastic functional differential equations driven by G‐Brownian motion. (9th September 2020)

• Record Type: Journal Article
• Authors: Faizullah, Faiz; Zhu, Quanxin; Ullah, Rahman
• Is Part Of: Mathematical methods in the applied sciences. Volume 44:Number 2(2021)
• Page Start: 1639
• Page End: 1650
• Publication Date: 2020-09-09
• Subjects: existence–uniqueness -- G‐Brownian motion -- exponential estimates -- stochastic functional differential equations; Mathematics -- Periodicals; Technology -- Mathematics -- Periodicals; 519
• DOI: 10.1002/mma.6867
• Languages: English
• ISSNs: 0170-4214

Abstract

Abstract : The objective of this article is to present the analysis of stochastic functional differential equations in the G‐framework (G‐SFDEs) with monotone type conditions. The existence–uniqueness theorem has been proved. The exponential and L G 2 estimates have been obtained. We have derived that the Lyapunov exponent of the solution is less than K ( 1 + 2 c 1 + 4 c 2 2 ) .