Almost periodic solutions for stochastic differential equations driven by G-Brownian motion
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Publication:3462371
\(G\)-Brownian motionstochastic differential equationsnon-linear expectation\(p\)-mean almost periodicity
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) Stochastic integral equations (60H20)
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Cites work
- scientific article; zbMATH DE number 4058138 (Why is no real title available?)
- scientific article; zbMATH DE number 44031 (Why is no real title available?)
- Almost periodic differential equations
- Almost periodic solutions for stochastic differential equations with Lévy noise
- Almost periodic solutions of affine stochastic evolution equations
- Almost periodic stochastic processes.
- CONTINUOUS MAPPINGS OF ALMOST AUTOMORPHIC AND ALMOST PERIODIC FUNCTIONS
- Central limit theorem for capacities
- Convexity, boundedness, and almost periodicity for differential equations in Hilbert space
- Exponential stability for stochastic differential equation 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
- Martingale characterization of \(G\)-Brownian motion
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
- Periodic and almost periodic solutions for semilinear stochastic equations
- Stationary and almost periodic solutions of almost periodic affine stochastic differential equations
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
Cited in
(10)- Nonlocal stochastic functional differential equations driven by G-Brownian motion and mean random dynamical systems
- Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by \(G\)-Brownian motion
- scientific article; zbMATH DE number 6098791 (Why is no real title available?)
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- \(p\)-distribution almost periodic solutions of semi-linear stochastic differential equations with \(G\)-Brownian motion
- Neutral stochastic partial functional integro-differential equations driven by \(G\)-Brownian motion
- Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process
- Measure pseudo S-asymptotically ω -periodic solution in distribution for some stochastic differential equations with Stepanov pseudo S-asymptotically ω -periodic coefficients
- Asymptotically periodic solution of a stochastic differential equation
- Stepanov-like doubly weighted pseudo almost automorphic processes and its application to Sobolev-type stochastic differential equations driven by \(G\)-Brownian motion
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