Existence and asymptotic properties for the solutions to nonlinear SFDEs driven by G-Brownian motion with infinite delay
Probability
2018-06-12 v3
Abstract
The aim of this paper is to present the analysis for the solutions of nonlinear stochastic functional differential equation driven by G-Brownian motion with infinite delay (G-SFDEwID). Under some useful assumptions, we have proved that the G-SFDEwID admits a unique local solution. The mentioned theory has been further generalized to show that G-SFDEwID admits a unique strong global solution. The asymptotic properties, mean square boundedness and convergence of solutions with different initial data have been derived. We have assessed that the solution map is mean square bounded and two solution maps from different initial data are convergent. In addition, the exponential estimate for the solution has been studied.
Keywords
Cite
@article{arxiv.1805.10658,
title = {Existence and asymptotic properties for the solutions to nonlinear SFDEs driven by G-Brownian motion with infinite delay},
author = {Faiz Faizullah},
journal= {arXiv preprint arXiv:1805.10658},
year = {2018}
}
Comments
25 pages