Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion

DOI10.1080/03610926.2013.863935zbMath1330.60077OpenAlexW2025342423MaRDI QIDQ3462371

Gaofeng Zong, Miao Zhang

Publication date: 5 January 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.863935

zbMATH Keywords

stochastic differential equations\(G\)-Brownian motionnon-linear expectation\(p\)-mean almost periodicity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear differential equations in abstract spaces (34G20) Ordinary differential equations and systems with randomness (34F05) Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) Stochastic integral equations (60H20)

Related Items (5)

Unnamed Item ⋮ Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process ⋮ Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven byG-Brownian motion ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Asymptotically periodic solution of a stochastic differential equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stopping times and related Itô's calculus with \(G\)-Brownian motion
• Central limit theorem for capacities
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Exponential stability for stochastic differential equation driven by G-Brownian motion
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• Martingale characterization of \(G\)-Brownian motion
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
• Almost periodic differential equations
• Convexity, boundedness, and almost periodicity for differential equations in Hilbert space
• Almost Periodic Stochastic Processes
• Almost periodic solutions for stochastic differential equations with Lévy noise
• Almost periodic solutions of affine stochastic evolution equations
• Periodic and almost periodic solutions for semilinear stochastic equations
• Stationary and almost periodic solutions of almost periodic affine stochastic differential equations
• Extension and Application of Itô's Formula UnderG-Framework
• CONTINUOUS MAPPINGS OF ALMOST AUTOMORPHIC AND ALMOST PERIODIC FUNCTIONS

This page was built for publication: Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion