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Khasminskii-type theorems for stochastic differential delay equations driven by G-Brownian motion
The Khasminskii theorem have come to play an important role in the nonexplosion solutions of stochastic differential equations (SDEs) without the linear growth condition. In this paper, by using Peng's G-expectation theory, we establish an even more general Khasminskii-type test for stochastic...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Taylor & Francis Group
2019-12-01
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| Colecção: | Systems Science & Control Engineering |
| Assuntos: | |
| Acesso em linha: | http://dx.doi.org/10.1080/21642583.2019.1663292 |
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