A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
From MaRDI portal
Publication:2106077
DOI10.1016/j.aml.2022.108448zbMath1499.60186OpenAlexW4296520160WikidataQ115360648 ScholiaQ115360648MaRDI QIDQ2106077
Weiyin Fei, Chen Fei, Xuerong Mao
Publication date: 8 December 2022
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2022.108448
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items (3)
Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control ⋮ Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise ⋮ Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
Cites Work
- Unnamed Item
- Strong laws of large numbers for sub-linear expectations
- Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- A strong law of large numbers for non-additive probabilities
- On stability in distribution of stochastic differential delay equations with Markovian switching
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
This page was built for publication: A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
