Invariance Principles for \(G\)-Brownian-Motion-Driven Stochastic Differential Equations and Their Applications to \(G\)-Stochastic Control-Reference-Cited by-同舟云学术

Invariance Principles for \(G\)-Brownian-Motion-Driven Stochastic Differential Equations and Their Applications to \(G\)-Stochastic Control

Published:2024-05-29 Issue:3 Volume:62 Page:1569-1589
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Peng Xiaoxiao¹,Zhou Shijie²^ORCID,Lin Wei³^ORCID,Mao Xuerong⁴^ORCID

Affiliation:

1. Shanghai Center for Mathematical Sciences, Shanghai, 200438, China, and School of Mathematical Sciences, Fudan University, Shanghai, 200433, China.

2. Research Institute of Intelligent Complex Systems and Shanghai Center for Mathematical Sciences, Shanghai, 200433, China, and Department of Mathematics and Statistics, York University, Toronto, M3J1P3, ON, Canada.

3. Corresponding author. Shanghai Center for Mathematical Sciences, Shanghai, 200438, China, and School of Mathematical Sciences and Research Institute of Intelligent Complex Systems, Fudan University, Shanghai, 200433, China.

4. Department of Mathematics and Statistics, University of Strathclyde, Glasgow, G11XT, UK.

Funder

National Natural Science Foundation of China

SMEC

STCSM

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference41 articles.

1. Oper. Theory Adv. Appl. 36;Belitskii G.,2013

2. A Theory of Stochastic Resonance in Climatic Change

3. Stability of an Adaptive Regulator for Partially Known Nonlinear Stochastic Systems

4. Existence of martingale solutions and large-time behavior for a stochastic mean curvature flow of graphs

5. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

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