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Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Levy Process

Wang, BJ; Gao, HJ

Gao, HJ (corresponding author), Nanjing Normal Univ, Sch Math Sci, Inst Stochast Anal & Data Anal, Nanjing 210023, Peoples R China.

APPLIED MATHEMATICS AND OPTIMIZATION, 2021; 83 (3): 1191

Abstract

In this paper, BDG-type inequality for G-stochastic calculus with respect to G-Levy process is obtained, and solutions of the stochastic differential ......

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