Pantograph stochastic differential equations driven by G-Brownian motion

Abstract In this work, we discuss a kind of pantograph stochastic functional differential equations driven by G-Brownian motion (G-PSDEs, in short). When the coefficients satisfy local Lipschitz and generalized Lyapunov conditions, we establish existence, uniqueness, asymptotic boundedness and exponential stability of the solution for G-PSDEs.