Resumen de Asymptotic Stability in Distribution of Highly Nonlinear Stochastic Differential Equations with G-Brownian Motion

Chen Fei, Weiyin Fei-, Shounian Deng, Xuerong Mao

• Following the analysis on the stability in distribution of stochastic differential equations discussed in Fei et al. (Appl Math Lett 136:108448, 2023), this article further investigates the stability in distribution of highly nonlinear stochastic differential equations driven by G-Brownian motion (G-HNSDEs). To this end, by employing the theory on sublinear expectations, the stability in distribution of G-HNSDEs is analysed. Moreover, a sufficient criterion of the stability in distribution of G-HNSDEs is provided for convenient use.