Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by G-Brownian motion

Abstract G-Brownian motion has potential applications in uncertainty problems and risk measures, which attracted the attention of many scholars. This study investigates almost sure exponential stability nonlinear stochastic delay hybrid systems driven by motion. Due to non-linearity G-expectation distribution motion, it is difficult this issue. Firstly, existence global unique solution derived under linear growth condition local Lipschitz condition. Secondly, system analyzed applying G-Lyapunov function G-Itô formula. Finally, an example introduced illustrate stability. The conclusions paper can be applied management uncertain financial markets.