A note on the stochastic differential equations driven by G-Brownian motion

DOI10.1016/J.SPL.2011.01.010MaRDI QIDQ633052zbMATHOpenAlexFDO

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

zbMATH Keywords

\(G\)-Brownian motionstochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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Cites work

• Extension and Application of Itô's Formula UnderG-Framework
• Martingale characterization of \(G\)-Brownian motion
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• 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
• Successive approximations to solutions of stochastic differential equations
• Theory of capacities
• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type

Cited in

(35)

• Stochastic functional differential equations with infinite delay driven by \(G\)-Brownian motion
• Pantograph stochastic differential equations driven by \(G\)-Brownian motion
• Sobolev-type stochastic differential equations driven by \(G\)-Brownian motion
• Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
• A generalized stochastic differential utility driven by \(G\)-Brownian motion
• Homeomorphism flows for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion
• Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion
• Mean-field stochastic differential equations driven by \(G\)-Brownian motion
• Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by \(G\)-Brownian motion
• Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
• The \(p\)-th moment stability of solutions to impulsive stochastic differential equations 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
• Asymptotic estimates for the solution of stochastic differential equations 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
• Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
• Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by \(G\)-Brownian motion
• Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
• A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion
• Delay-dependent stability of a class of stochastic delay systems 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
• 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
• \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
• On the existence and stability of solutions of stochastic differential systems driven by the \(G\)-Brownian motion
• Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme
• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
• Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
• Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion
• Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy process
• scientific article; zbMATH DE number 7172200 (Why is no real title available?)
• Functional solution about stochastic differential equation driven by \(G\)-Brownian motion
• Multi-valued backward stochastic differential equations driven by \(G\)-Brownian motion and its applications

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