G-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients

Mahmoud Abouagwa; Ji Li

doi:10.3934/dcdsb.2019241

Article Contents

2020, Volume 25, Issue 4: 1583-1606. Doi: 10.3934/dcdsb.2019241

This issue Previous Article Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations Next Article Investigating the effects of intervention strategies in a spatio-temporal anthrax model

G-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients

Mahmoud Abouagwa^1,2, and
Ji Li^2, ,

1.
Department of Mathematical Statistics, Faculty of Graduate Studies for Statistical Research, Cairo University, Giza 12613, Egypt
2.
School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China

^* Corresponding author: Mahmoud Abouagwa
^* Corresponding author: Mahmoud Abouagwa

Received: December 31, 2018

Revised: June 30, 2019

Early access: November 2019

Published: April 2020

The research of Ji Li is supported by the National Natural Science Foundation of China No. 11771161

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Abstract

This paper has two parts. In part Ⅰ, existence and uniqueness theorem is established for solutions of neutral stochastic differential equations with variable delays driven by $ G $-Brownian motion (VNSDDEGs in short) under global Carathéodory conditions. In part Ⅱ, a simplified VNSDDEGs for the original one is proposed. And the convergence both in $ L^p $-sense and capacity between the solutions of the simplified and original VNSDDEGs are established in view of the approximation theorems. Two examples are conducted to justify the theoretical results of the approximation theorems.

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Mathematics Subject Classification: Primary: 34C29, 34K50; Secondary: 60J65.

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