{
  "id": "1801.03776",
  "version": "v1",
  "published": "2018-01-10T03:43:53.000Z",
  "updated": "2018-01-10T03:43:53.000Z",
  "title": "Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Levy Process",
  "authors": [
    "Bingjun Wang",
    "Hongjun Gao"
  ],
  "comment": "arXiv admin note: substantial text overlap with arXiv:1211.2973 by other authors",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, BDG-type inequality for G-stochastic calculus with respect to G-Levy process is obtained and solutions of stochastic differential equations driven by G-Levy process under non-Lipschitz condition are constructed. Moreover, we establish the mean square exponential stability and quasi sure exponential stability of the solutions be means of G-Lyapunov function method. An example is presented to illustrate the efficiency of the obtained results.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-01-10T03:43:53.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations driven",
      "g-levy process",
      "quasi sure exponential stability",
      "mean square exponential stability",
      "g-lyapunov function method"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}