A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion
DOI10.1016/J.AML.2022.108448zbMATH Open1499.60186OpenAlexW4296520160WikidataQ115360648 ScholiaQ115360648MaRDI QIDQ2106077FDOQ2106077
Authors: Chen Fei, Weiyin Fei, Xuerong Mao 
Publication date: 8 December 2022
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2022.108448
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sublinear expectationstability in distribution[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=%5C%28G%5C%29-It%EF%BF%BD%EF%BF%BD+formula&go=Go \(G\)-It�� formula]\(G\)-SDEsMarkovian inequality
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Cites Work
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- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- A strong law of large numbers for non-additive probabilities
- Strong laws of large numbers for sub-linear expectations
- On stability in distribution of stochastic differential delay equations with Markovian switching
- Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
Cited In (6)
- Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
- Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
- Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
- Partial practical stability and asymptotic stability of stochastic differential equations driven by Lévy noise with a general decay rate
- Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
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