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Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion

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  • Miao Zhang
  • Gaofeng Zong

Abstract

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.

Suggested Citation

  • Miao Zhang & Gaofeng Zong, 2015. "Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(11), pages 2371-2384, June.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2371-2384
    DOI: 10.1080/03610926.2013.863935
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    Cited by:

    1. Yang, Jiangtao, 2022. "Periodic measure of a stochastic non-autonomous predator–prey system with impulsive effects," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 464-479.
    2. KOUAME Yao Simplice & NZI Modeste, 2021. "Periodic Solutions for Stochastic Differential Equations Driven by General Counting Processes: Application to Malaria," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 13(4), pages 1-1, October.

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