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Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion |
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| Authors: | Miao Zhang Gaofeng Zong |
| Institution: | 1. Qilu Securities Institute for Financial Studies and Department of Mathematics, Shandong University, Jinan, Shandong, Chinazhangmiaosdu@126.com;3. Qilu Securities Institute for Financial Studies and Department of Mathematics, Shandong University, Jinan, Shandong, China |
| 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. |
| Keywords: | G-Brownian motion Non linear expectation p-Mean almost periodicity Stochastic differential equation |