Asymptotic stability of stochastic differential equations driven by G-Lévy process with delay feedback control


Guangjun Shen, Xueying Wu, Xiuwei Yin




Given an unstable stochastic differential equations, the stabilisation by delay feedback controls for such equations under Lipschitz conditions or highly nonlinear conditions have been discussed by several authors. However, there is few works on the stabilisation by delay feedback controls under the sub-linear expectation associated with a G-Lévy process. The aim of this paper is to design delay feedback controls in the drift part and obtain the asymptotical stability in mean square and quasi-surely asymptotical stability for the stochastic differential equations driven by G-Lévy process with the polynomial growth condition. Lastly, we give an example to verify the obtained theory.