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)
Preview |
Text.
Filename: Fei_etal_QTDS_2023_Asymptotic_stability_in_distribution_of_highly_nonlinear_stochastic_differential_equations.pdf
Accepted Author Manuscript License: Strathprints license 1.0 Download (672kB)| Preview |
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: https://orcid.org/0000-0002-6768-9864;-
-
Item type: Article ID code: 84421 Dates: DateEvent25 February 2023Published12 February 2023AcceptedSubjects: Science > Mathematics > Probabilities. Mathematical statistics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 27 Feb 2023 12:46 Last modified: 11 Nov 2024 13:49 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/84421