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

TL;DR

This paper establishes stability, existence, and uniqueness theorems for stochastic differential equations driven by G-Brownian motion, advancing the theoretical understanding of these equations under uncertainty.

Contribution

It introduces new stability theorems and proves existence and uniqueness of solutions for forward-backward stochastic differential equations driven by G-Brownian motion.

Findings

Proved stability theorems for G-Brownian driven equations

Established existence and uniqueness of solutions

Presented stability results for forward-backward equations

Abstract

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 also presented.