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Wei, Wei; Zhang, Miao; Luo, Peng

Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion. (English) Zbl 1396.60071

Appl. Anal. 97, No. 12, 2025-2036 (2018).
Summary: In this paper, we give four results of asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion, which have different convergence rates under different assumptions. One of them can be considered as a Law of the Iterated Logarithm of the solution of G-SDEs under nonlinear conditions.

Cited in 3 Documents

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

Keywords:

nonlinear expectation; G-Brownian motion; stochastic differential equations; law of the iterated logarithm
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Full Text: DOI

References:

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