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In this study, we investigate asymptotic property of the solutions for a class of perturbed stochastic differential equations driven by G-Brownian motion (G-SDEs, in short) by proposing a perturbed G-SDE… Click to show full abstract
In this study, we investigate asymptotic property of the solutions for a class of perturbed stochastic differential equations driven by G-Brownian motion (G-SDEs, in short) by proposing a perturbed G-SDE with small perturbation for the unperturbed G-SDE. We consider the closeness in the 2m-order moments of the solutions of perturbed G-SDEs and the unperturbed G-SDEs. At last, the obtained results are illustrated via a concrete example.
Keywords:
equations perturbations;
stochastic differential;
brownian motion;
differential equations;
driven brownian
Journal Title: Qualitative Theory of Dynamical Systems
Year Published: 2020
Link to full text (if available)
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Journal Title: Qualitative Theory of Dynamical Systems
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!