A note on the stochastic differential equations driven by G-Brownian motion
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Publication:633052
DOI10.1016/J.SPL.2011.01.010zbMATH Open1218.60058OpenAlexW2043632643MaRDI QIDQ633052FDOQ633052
Authors: Yong Ren, Lanying Hu 
Publication date: 31 March 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.010
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Cites Work
- Extension and Application of Itô's Formula UnderG-Framework
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Martingale characterization of \(G\)-Brownian motion
- Successive approximations to solutions of stochastic differential equations
- Theory of capacities
Cited In (29)
- Pantograph stochastic differential equations driven by \(G\)-Brownian motion
- Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion
- Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
- Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
- A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
- Mean-field stochastic differential equations driven by \(G\)-Brownian motion
- Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion
- Stabilisation of multi-weights stochastic complex networks with time-varying delay driven by G-Brownian motion via aperiodically intermittent adaptive control
- Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients
- Title not available (Why is that?)
- Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
- Delay-dependent stability of a class of stochastic delay systems driven by G-Brownian motion
- A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion
- A generalized stochastic differential utility driven by \(G\)-Brownian motion
- Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
- \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
- Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by G-Brownian motion
- Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy process
- Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion
- Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven byG-Brownian motion
- Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
- Stochastic functional differential equations with infinite delay driven by \(G\)-Brownian motion
- The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion
- Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion
- The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion
- Multi-valued backward stochastic differential equations driven byG-Brownian motion and its applications
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