G-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
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Publication:2301355
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Cites work
- A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay
- A note on the stochastic differential equations driven by \(G\)-Brownian motion
- Almost periodic solutions for stochastic differential equations driven by \(G\)-Brownian motion
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- An averaging principle for stochastic dynamical systems with Lévy noise
- Apporoximate solutions for stochastic differential equations with pathwise uniqueness
- Approximate solutions for a class of stochastic evolution equations with variable delays
- Approximate solutions for a class of stochastic evolution equations with variable delays. II
- Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- Averaging principle for SDEs of neutral type driven by G-Brownian motion
- Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion
- Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion
- Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay
- Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
- Exponential stability for stochastic differential equation driven by G-Brownian motion
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
- Extension and Application of Itô's Formula UnderG-Framework
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Local time and Tanaka formula for the \(G\)-Brownian motion
- Martingale characterization of \(G\)-Brownian motion
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
- Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
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- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- Stochastic differential equations and applications.
- Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
- Stochastic functional differential equations with infinite delay driven by \(G\)-Brownian motion
- The averaging method for stochastic differential delay equations under non-Lipschitz conditions
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
- Uniqueness of the representation for \(G\)-martingales with finite variation
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
Cited in
(11)- An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
- Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
- Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
- Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion
- Differentiability of neutral stochastic differential equations driven by \(G\)-Brownian motion with respect to the initial data
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Impulsive stochastic fractional differential equations driven by fractional Brownian motion
- Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
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