Mean square stability with general decay rate of nonlinear neutral stochastic function differential equations in the $ G $-framework

Abstract

<abstract><p>Few results seem to be known about the stability with general decay rate of nonlinear neutral stochastic function differential equations driven by $ G $-Brownain motion ($ G $-NSFDEs in short). This paper focuses on the $ G $-NSFDEs, and the coefficients of these considered $ G $-NSFDEs can be allowed to be nonlinear. It is first proved the existence and uniqueness of the global solution of a $ G $-NSFDE. It is then obtained the trivial solution of the $ G $-NSFDE is mean square stable with general decay rate (including the trivial solution of the $ G $-NSFDE is mean square exponentially stable and the trivial solution of the $ G $-NSFDE is mean square polynomially stable) by $ G $-Lyapunov functions technique. In this paper, auxiliary functions are used to dominate the Lyapunov function and the diffusion operator. Finally, an example is presented to illustrate the obtained theory.</p></abstract>