On the existence and stability of solutions of stochastic differential systems driven by the G-Brownian motion

MaRDI QIDQ5164592zbMATHFDO

Authors El-Hacene Chalabi, Salim Mesbahi

Publication date 12 November 2021

Full work available at URL http://www.rmi.ge/jeomj/memoirs/vol82/vol82-3.pdf

zbMATH Keywords

\(G\)-Brownian motion\(G\)-expectation\( G\)-stochastic differential equationsCarathéodory approximation scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited in

(8)

• Approximation theorem for stochastic differential equations driven by \(G\)-Brownian motion
• Stability theorem for stochastic differential equations driven by \(G\)-Brownian motion
• Mean square exponential stability of stochastic function differential equations in the G-framework
• Practical stability in relation to a part of variables for stochastic reaction–diffusion systems driven by G-Brownian motion
• The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion
• A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
• Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme
• scientific article; zbMATH DE number 7172200 (Why is no real title available?)

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