Stochastic Differential Equations with Perturbations Driven by G-Brownian Motion

• Ren, Yong ^[1] ; Sakthivel, R ^[2]
  1. [1] Anhui Normal University

     Anhui Normal University

     China

     
  2. [2] Bharathiar University

     Bharathiar University

     India

     
• Localización: Qualitative theory of dynamical systems, ISSN 1575-5460, Vol. 19, Nº 2, 2020
• Idioma: inglés
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• Resumen

  • 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.