Resumen de Stochastic Differential Equations with Perturbations Driven by G-Brownian Motion

Yong Ren, Rathinasamy Sakthivel

• In this study, we investigate asymptotic property of the solutions for a class of perturbed stochastic differential equations driven by G-Brownian motion (G-SDEs, in short) by proposing a perturbed G-SDE with small perturbation for the unperturbed G-SDE. We consider the closeness in the 2m-order moments of the solutions of perturbed G-SDEs and the unperturbed G-SDEs. At last, the obtained results are illustrated via a concrete example.