화학공학소재연구정보센터
International Journal of Control, Vol.93, No.12, 2886-2895, 2020
Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion
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.