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Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion

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  • Zhengqi Ma

    (School of Mathematics and Statistic, Puer University, Puer 665000, China
    School of Mathematical and Computational Science, Hunan University of Science and Technology, Xiangtan 411201, China)

  • Shoucheng Yuan

    (School of Mathematics and Statistic, Puer University, Puer 665000, China)

  • Kexin Meng

    (College of Information and Electrical Engineering, China Agricultural University, Beijing 100083, China)

  • Shuli Mei

    (College of Information and Electrical Engineering, China Agricultural University, Beijing 100083, China)

Abstract

This paper investigates the mean-square stability of uncertain time-delay stochastic systems driven by G-Brownian motion, which are commonly referred to as G-SDDEs. To derive a new set of sufficient stability conditions, we employ the linear matrix inequality (LMI) method and construct a Lyapunov–Krasovskii function under the constraint of uncertainty bounds. The resulting sufficient condition does not require any specific assumptions on the G-function, making it more practical. Additionally, we provide numerical examples to demonstrate the validity and effectiveness of the proposed approach.

Suggested Citation

  • Zhengqi Ma & Shoucheng Yuan & Kexin Meng & Shuli Mei, 2023. "Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion," Mathematics, MDPI, vol. 11(10), pages 1-16, May.
    • Handle: RePEc:gam:jmathe:v:11:y:2023:i:10:p:2405-:d:1153074
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    References listed on IDEAS

    as
    1. Haiyan Yuan, 2021. "Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-26, July.
    2. Ren, Yong & He, Qian & Gu, Yuanfang & Sakthivel, R., 2018. "Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 143(C), pages 56-66.
    3. Mingli Xia & Linna Liu & Jianyin Fang & Yicheng Zhang, 2023. "Stability Analysis for a Class of Stochastic Differential Equations with Impulses," Mathematics, MDPI, vol. 11(6), pages 1-10, March.
    4. Ruofeng Rao & Zhi Lin & Xiaoquan Ai & Jiarui Wu, 2022. "Synchronization of Epidemic Systems with Neumann Boundary Value under Delayed Impulse," Mathematics, MDPI, vol. 10(12), pages 1-10, June.
    5. Peng, Shige, 2008. "Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation," Stochastic Processes and their Applications, Elsevier, vol. 118(12), pages 2223-2253, December.
    6. Ma, Li & Li, Yujing & Zhu, Quanxin, 2023. "Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process," Statistics & Probability Letters, Elsevier, vol. 195(C).
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    Cited by:

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