Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion
Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion
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DOI:
10.1080/03610926.2013.863935
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发表时间:
2015-03
期刊:
影响因子:
--
通讯作者:
Miao Zhang;Gaofeng Zong
中科院分区:
文献类型:
--
作者:
Miao Zhang;Gaofeng Zong
In this paper, we introduce the concept of the p-mean almost periodicity for stochastic processes in non linear expectation spaces. The existence and uniqueness of square-mean almost periodic solutions to some non linear stochastic differential equations driven by G-Brownian motion are established under some assumptions for the coefficients. The asymptotic stability of the unique square-mean almost periodic solution in the square-mean sense is also discussed.