Exponential stability for stochastic differential equation driven by G-Brownian motion

A singular stochastic differential equation driven by fractional Brownian motion∗

In this paper we study a singular stochastic differential equation driven by an additive fractional Brownian motion with Hurst parameter H > 1 2 . Under some assumptions on the drift, we show that there is a unique solution, which has moments of all orders. We also apply the techniques of Malliavin calculus to prove that the solution has an absolutely continuous law at any time t > 0.

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Stability theorem for stochastic differential equations driven by G-Brownian motion

In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is...

p-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion

existence and measurability of the solution of the stochastic differential equations driven by fractional brownian motion