Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
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Publication:734638
DOI10.1016/J.SPA.2009.05.010zbMATH Open1176.60043OpenAlexW2016116013MaRDI QIDQ734638FDOQ734638
Authors: Fuqing Gao 
Publication date: 13 October 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2009.05.010
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\(G\)-Brownian motion[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+continuity&go=Go H��lder continuity]\(G\)-stochastic differential equationmoment estimateBDG inequalityhomeomorphic flow[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD%27s-formula&go=Go It��'s-formula]
Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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Cited In (only showing first 100 items - show all)
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance
- Stochastic optimal control problem with infinite horizon driven by \(G\)-Brownian motion
- Viability for 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 and ordinary differential equations
- 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
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Mean-field stochastic differential equations driven by \(G\)-Brownian motion
- A law of large numbers under the nonlinear expectation
- Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- A note on the 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
- On the comparison theorem for multi-dimensional \(G\)-SDEs
- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
- A general central limit theorem under sublinear expectations
- Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control
- Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- Reflected stochastic differential equations driven by \(G\)-Brownian motion in non-convex domains
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
- A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion
- Girsanov theorem for \(G\)-Brownian motion: the degenerate case
- Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by \(G\)-Brownian motion
- Stabilisation of stochastic differential equations driven by \(G\)-Brownian motion via aperiodically intermittent control
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
- Delay feedback stabilisation of stochastic differential equations driven by \(G\)-Brownian motion
- \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
- Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- On monotonicity and order-preservation for multidimensional \(G\)-diffusion processes
- Stability of delayed Hopfield neural networks under a sublinear expectation framework
- Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
- Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion
- Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion
- Multi-valued stochastic differential equations driven by \(G\)-Brownian motion and related stochastic control problems
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
- Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control
- Sample path properties of \(G\)-Brownian motion
- Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion
- Numerical simulations for \(G\)-Brownian motion
- Stochastic maximum principle for optimal control problem under G-expectation utility
- Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
- Almost periodic solutions for stochastic differential equations driven by \(G\)-Brownian motion
- How big are the increments of \(G\)-Brownian motion?
- Functional solution about stochastic differential equation driven by \(G\)-Brownian motion
- Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion
- Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise
- 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
- Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
- Homeomorphism flows for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion
- The modulus of continuity theorem for G-Brownian motion
- Stability analysis of impulsive stochastic Cohen-Grossberg neural networks driven by \(G\)-Brownian motion
- Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion
- \(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion
- Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion
- Asymptotic behaviors for delay Lotka-Volterra model disturbed by \(G\)-Brownian motion
- Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion
- Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme
- Local time and Tanaka formula of \(G\)-martingales
- The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion
- Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process
- Boundedness and stability analysis for impulsive stochastic differential equations driven by \(G\)-Brownian motion
- Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion
- Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- Some stabilities of stochastic differential equations with delay in the G-framework and Euler-Maruyama method
- Exponential stability of neutral stochastic functional differential equations driven by \(G\)-Brownian motion
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications
- Existence and exponential stability of almost pseudo automorphic solution for neutral stochastic evolution equations driven by G-Brownian motion
- Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
- Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion
- Local Lipschitz-\(\alpha\) mappings and applications to sublinear expectations
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
- G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics
- Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps
- Delay-dependent stability of a class of stochastic delay systems driven by G-Brownian motion
- Multi-valued backward stochastic differential equations driven by \(G\)-Brownian motion and its applications
- Existence and uniqueness of square-mean pseudo almost automorphic solution for fractional stochastic evolution equations driven by G-Brownian motion
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
- A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion
- Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by \(G\)-Brownian motion with state-feedback control
- Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion
- Existence of relaxed optimal control for \(G\)-neutral stochastic functional differential equations with uncontrolled diffusion
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process
- The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process
- Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion
- Convergence of the Euler-Maruyama method for 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
- Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients
- Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion
- Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
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