A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
type: Item
instance of: scholarly article
title: A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
zbMATH Open document ID: 1499.60186
author: Chen Fei
author: Weiyin Fei
author: Xuerong Mao
published in: Applied Mathematics Letters
publication date: 2022-12-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G65
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 7629999
zbMATH Keywords: \(G\)-SDEs
zbMATH Keywords: sublinear expectation
zbMATH Keywords: stability in distribution
zbMATH Keywords: Markovian inequality
zbMATH Keywords: \(G\)-Itô formula
MaRDI profile type: Publication
full work available at URL: j.aml.2022.108448
OpenAlex ID: W4296520160
Wikidata QID: Q115360648
cites work: On stability in distribution of stochastic differential delay equations with Markovian switching
cites work: Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
cites work: Nonlinear Expectations and Stochastic Calculus under Uncertainty
cites work: Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
cites work: Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
cites work: Strong laws of large numbers for sub-linear expectations
cites work: A strong law of large numbers for non-additive probabilities
cites work: Q3959169
DOI: 10.1016/J.AML.2022.108448
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description: scientific article; zbMATH DE number 7629999