Asymptotic Stability in Distribution of Highly Nonlinear Stochastic Differential Equations with G-Brownian Motion

• Chen Fei ^[1] ; Weiyin Fei ^[2] ; Shounian Deng ^[2] ; Xuerong Mao ^[3]
  1. [1] University of Shanghai for Science and Technology

     University of Shanghai for Science and Technology

     China

     
  2. [2] Anhui Polytechnic University

     Anhui Polytechnic University

     China

     
  3. [3] University of Strathclyde

     University of Strathclyde

     Reino Unido

     

  Mostrar afiliaciones +
• Localización: Qualitative theory of dynamical systems, ISSN 1575-5460, Vol. 22, Nº 2, 2023
• Idioma: inglés
• Enlaces
  • Texto completo
• Resumen

  • Following the analysis on the stability in distribution of stochastic differential equations discussed in Fei et al. (Appl Math Lett 136:108448, 2023), this article further investigates the stability in distribution of highly nonlinear stochastic differential equations driven by G-Brownian motion (G-HNSDEs). To this end, by employing the theory on sublinear expectations, the stability in distribution of G-HNSDEs is analysed. Moreover, a sufficient criterion of the stability in distribution of G-HNSDEs is provided for convenient use.