Existence and Exponential Estimate of Solutions to Stochastic Neutral Functional Differential Equations with Infinite Delay Driven by G-Brownian Motion.

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Title: Existence and Exponential Estimate of Solutions to Stochastic Neutral Functional Differential Equations with Infinite Delay Driven by G-Brownian Motion.
Authors: Hu, Ling1 (AUTHOR) 420538362@qq.com, Wang, Lianglong2 (AUTHOR)
Source: International Journal of High Speed Electronics & Systems. Oct2026, Vol. 35 Issue 5, p1-13. 13p.
Subjects: Stochastic differential equations, Functional differential equations, Brownian motion, Stochastic integrals, Exponential stability, Uniqueness (Mathematics), Iterative methods (Mathematics)
Abstract: The paper is concerned with the uniqueness, existence and exponential estimate of solutions to stochastic neutral functional differential equations with infinite delay caused by G -Brownian motion. Under some conditions, the result is obtained by using stochastic integral inequalities and Picard iterations. In addition, the exponential estimate of solutions is established by the properties of G -expectation and Grönwall inequality. [ABSTRACT FROM AUTHOR]
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Database: Engineering Source
Description
Abstract:The paper is concerned with the uniqueness, existence and exponential estimate of solutions to stochastic neutral functional differential equations with infinite delay caused by G -Brownian motion. Under some conditions, the result is obtained by using stochastic integral inequalities and Picard iterations. In addition, the exponential estimate of solutions is established by the properties of G -expectation and Grönwall inequality. [ABSTRACT FROM AUTHOR]
ISSN:01291564
DOI:10.1142/S0129156425407107