ON THE EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL SYSTEMS DRIVEN BY THE G-BROWNIAN MOTION

摘要

In this paper, we study the Carathéodory approximate solution for a class of stochastic differential systems driven by G-Brownian motion.Based on the Carathéodory approximation scheme, we prove under some suitable conditions that our system has a unique solution and show that the Carathéodory approximate solutions converge to the solution of the system.Moreover, we prove a stability theorem for our system.