Asymptotic Stability in Distribution of Highly Nonlinear Stochastic Differential Equations with G-Brownian Motion

被引：3

作者：

Fei, Chen ^{[1
]}

Fei, Weiyin ^{[2
]}

Deng, Shounian ^{[2
]}

Mao, Xuerong ^{[3
]}

机构：

[1] Univ Shanghai Sci & Technol, Business Sch, Shanghai 200093, Peoples R China

[2] Anhui Polytech Univ, Sch Math Phys & Finance, Wuhu 241000, Peoples R China

[3] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Scotland

来源：

QUALITATIVE THEORY OF DYNAMICAL SYSTEMS | 2023年 / 22卷 / 02期

基金：

中国国家自然科学基金;

关键词：

G-HNSDEs; Sublinear expectation; Stability in distribution; Chebyshev inequality; G-Ito formula; DELAY EQUATIONS; SUFFICIENT CONDITIONS; NEURAL-NETWORKS; DRIVEN; STABILIZATION; MOMENT;

D O I：

10.1007/s12346-023-00760-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Following the analysis on the stability in distribution of stochastic differential equations discussed in Fei et al. (Appl Math Lett 136:108448, 2023), 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.

引用

页数：16

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