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Stochastic Differential Equations with Perturbations Driven by G -Brownian Motion
Qualitative Theory of Dynamical Systems ( IF 1.4 ) Pub Date : 2020-07-22 , DOI: 10.1007/s12346-020-00411-3
Yong Ren , R. Sakthivel

In this study, we investigate asymptotic property of the solutions for a class of perturbed stochastic differential equations driven by G-Brownian motion (G-SDEs, in short) by proposing a perturbed G-SDE with small perturbation for the unperturbed G-SDE. We consider the closeness in the 2m-order moments of the solutions of perturbed G-SDEs and the unperturbed G-SDEs. At last, the obtained results are illustrated via a concrete example.

中文翻译:

由G-布朗运动驱动的摄动随机微分方程。

在这项研究中,我们研究了一类由从动扰动随机微分方程的解的渐近性ģ -Brownian运动(ģ通过提出一种扰动-SDEs,总之)ģ -SDE与小扰动对于未扰动ģ -SDE。我们考虑了扰动的G -SDE和非扰动的G -SDE在2 m阶矩中的接近性。最后,通过一个具体的例子来说明所获得的结果。
更新日期:2020-07-22
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