Nonlocal stochastic functional differential equations driven by G‐Brownian motion and mean random dynamical systems

DOI10.1002/mma.6480zbMath1453.37050OpenAlexW3032807000MaRDI QIDQ5120011

Dandan Yang, Zhang Chen

Publication date: 9 September 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6480

zbMATH Keywords

martingalesstochastic differential equationswell-posednessmathematical financeG-Brownian motionmean random dynamical systemsnonlocal SFDE with infinite delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Dynamical systems in optimization and economics (37N40) General theory of random and stochastic dynamical systems (37H05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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