English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

The G-Brownian-motion-driven stochastic differential equations (G-SDEs) aswell as the G-expectation, which were seminally proposed by Peng and hiscolleagues, have been extensively applied to describing a particular kind ofuncertainty arising in real-world systems modeling. Mathematically depictinglong-time and limit behaviors of the solution produced by G-SDEs is beneficialto understanding the mechanisms of system's evolution. Here, we develop a newG-semimartingale convergence theorem and further establish a new invarianceprinciple for investigating the long-time behaviors emergent in G-SDEs. We alsovalidate the uniqueness and the global existence of the solution of G-SDEswhose vector fields are only locally Lipchitzian with a linear upper bound. Todemonstrate the broad applicability of our analytically established results, weinvestigate its application to achieving G-stochastic control in a fewrepresentative dynamical systems.

Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control