Asymptotic moment estimation for stochastic Lotka-Volterra model driven byG-Brownian motion

A stochastic Lotka-Volterra model disturbed byG-Brownian motion (G-LVM for short) in the framework of non-linear expectation is proposed in this paper. This model takes into account the uncertainty of variance of the noise. We prove the G-LVM exists a unique solution and the solution does not tend to infinity when the time is finite under some constraints, and obtain many asymptotic moment estimations which depend on the variance ofG-Brownian motion by capacity theory, exponential martingale inequality and analytical skills.