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A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2022-09-20 , DOI: 10.1016/j.aml.2022.108448
Chen Fei , Weiyin Fei , Xuerong Mao

This paper investigates a sufficient condition of asymptotic stability in distribution of stochastic differential equations driven by G-Brownian motion (G-SDEs). We define the concept of asymptotic stability in distribution under sublinear expectations. Sufficient criteria of the asymptotic stability in distribution based on sublinear expectations are given. Finally, an illustrative example is provided.



中文翻译:

G-布朗运动随机微分方程分布中渐近稳定性充分条件的注解

本文研究了随机微分方程分布中渐近稳定的充分条件G-布朗运动(G-SDE)。我们定义了亚线性期望下分布的渐近稳定性的概念。给出了基于次线性期望的分布渐近稳定性的充分标准。最后,提供了一个说明性示例。

更新日期:2022-09-20
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