Exponential stability of solutions to impulsive stochastic differential equations driven by $G$-Brownian motion

Abstract

In this paper, we establish the $p$-th moment exponential stability and quasi sure exponential stability of the solutions toimpulsive stochastic differential equations driven by $G$-Brownian motion (IGSDEs in short) by means of$G$-Lyapunov function method. An example is presentedto illustrate the efficiency of the obtained results.