Existence and exponential stability of almost pseudo automorphic solution for neutral stochastic evolution equations driven by G-Brownian motion

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

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

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

Existence of Stepanov-like Square-mean Pseudo Almost Automorphic Solutions to Nonautonomous Stochastic Functional Evolution Equations

We introduce the concept of bi-square-mean almost automorphic functions and Stepanov-like square-mean pseudo almost automorphic functions for stochastic processes. Using the results, we also study the existence and uniqueness theorems for Stepanov-like square-mean pseudo almost automorphic mild solutions to a class of nonautonomous stochastic functional evolution equations in a real separable H...

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...