Asymptotic stability in distribution of highly nonlinear stochastic differential equations with G-Brownian motion

DOI10.1007/S12346-023-00760-9MaRDI QIDQ2689078zbMATH OpenOpenAlexFDO

Authors Chen Fei, Weiyin Fei, Shounian Deng, Xuerong Mao

Publication date 6 March 2023

Published in Qualitative Theory of Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12346-023-00760-9

zbMATH Keywords

\(G\)-HNSDEs\(G\)-Itô formulaChebyshev inequalitystability in distributionsublinear expectation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx)

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Cites work

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

(7)

• A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion
• Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
• Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
• Stabilization in distribution by discrete-time feedback control of highly nonlinear stochastic delay differential equations driven by G-Brownian motion
• Nonparametric estimation for periodic stochastic differential equations driven by fractional G-Brownian motion
• Stability analysis for stochastic McKean-Vlasov equation

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