A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion

DOI10.1016/J.AML.2022.108448MaRDI QIDQ2106077zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• A strong law of large numbers for non-additive probabilities
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
• Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
• Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
• On stability in distribution of stochastic differential delay equations with Markovian switching
• Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
• Strong laws of large numbers for sub-linear expectations

Cited in

(6)

• Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
• Partial practical stability and asymptotic stability of stochastic differential equations driven by Lévy noise with a general decay rate
• Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
• Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
• Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
• Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control

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