Asymptotic stability in distribution of highly nonlinear stochastic differential equations with G-Brownian motion

Fei, Chen and Fei, Weiyin and Deng, Shounian and Mao, Xuerong (2023) Asymptotic stability in distribution of highly nonlinear stochastic differential equations with G-Brownian motion. Qualitative Theory of Dynamical Systems, 22 (2). 57. ISSN 1662-3592 (https://doi.org/10.1007/s12346-023-00760-9)

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Abstract

Following the analysis on the stability in distribution of stochastic differential equations discussed in Fei, Fei & Mao (2023) [11], this article further investigates the stability in distribution of highly nonlinear stochastic differential equations driven by G-Brownian motion (G-HNSDEs). To this end, by employing the theory on sublinear expectations, the stability in distribution of G-HNSDEs is analysed. Moreover, a sufficient criterion of the stability in distribution of G-HNSDEs is provided for convenient use.

ORCID iDs

Fei, Chen, Fei, Weiyin, Deng, Shounian and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
CORE (COnnecting REpositories)