Stochastic differential equations with perturbations driven by \(G\)-Brownian motion

DOI10.1007/S12346-020-00411-3zbMath1460.60055OpenAlexW3045464310MaRDI QIDQ2006830

Yong Ren, Rathinasamy Sakthivel

Publication date: 12 October 2020

Published in: Qualitative Theory of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12346-020-00411-3

zbMATH Keywords

small perturbation\(G\)-Brownian motionperturbed stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

Related Items (1)

Stochastic dynamics of a two-species patch-system with ratio-dependent functional response

Cites Work

• Unnamed Item
• Unnamed Item
• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
• Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• A note on the stochastic differential equations driven by \(G\)-Brownian motion
• Neutral stochastic functional differential equations with additive perturbations
• On perturbed nonlinear Itô type stochastic integrodifferential equations
• Reflected backward stochastic differential equations with perturbations
• Backward stochastic Volterra integral equations with additive perturbations
• Quantitative results for perturbed stochastic differential equations
• Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
• Path independence of additive functionals for stochastic differential equations under \(G\)-framework
• Functionally perturbed stochastic differential equations
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems
• On Stochastic Processes Defined by Differential Equations with a Small Parameter

This page was built for publication: Stochastic differential equations with perturbations driven by \(G\)-Brownian motion