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

Miao Zhang and Gaofeng Zong

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 11, 2371-2384

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.

Date: 2015
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DOI: 10.1080/03610926.2013.863935

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