Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion

作者：Wei, Wei; Zhang, Miao^*; Luo, Peng

来源：APPLICABLE ANALYSIS, 2018, 97(12): 2025-2036.

DOI：10.1080/00036811.2017.1350848

• Nonlinear expectation
• G-Brownian motion
• stochastic differential equations
• law of the iterated logarithm

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.

• 出版日期2018
• 单位山东大学