Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion

被引：7

作者：

Zhang, Miao ^{[1
]}

Zong, Gaofeng

机构：

[1] Shandong Univ, Dept Math, Jinan 250100, Shandong, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2015年 / 44卷 / 11期

基金：

中国国家自然科学基金;

关键词：

G-Brownian motion; Non linear expectation; p-Mean almost periodicity; Stochastic differential equation; THEOREM;

D O I：

10.1080/03610926.2013.863935

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we introduce the concept of the p-mean almost periodicity for stochastic processes in non linear expectation spaces. The existence and uniqueness of square-mean almost periodic solutions to some non linear stochastic differential equations driven by G-Brownian motion are established under some assumptions for the coefficients. The asymptotic stability of the unique square-mean almost periodic solution in the square-mean sense is also discussed.

引用

页码：2371 / 2384

页数：14

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