IDEAS home Printed from https://ideas.repec.org/a/hin/jjmath/9016420.html

Existence-Uniqueness and p-Moment Estimates of Solutions to Nonlinear G-Stochastic Differential Equations

Author

Listed:
  • Rahman Ullah
  • Kinza Manzoor
  • Faiz Faizullah
  • Rashid Ali
  • Ibraheem M. Alsulami
  • Amer Alsulami

Abstract

This article presents the analysis for solutions to nonlinear G-stochastic differential equations (GSDEs). The uniqueness of solutions has been determined under the semimonotonicity criterion which generalize to a much broader class of coefficients and is central to modern stochastic analysis. The existence of solutions has been proven via the Yosida approximation scheme. The proofs of our results depend on the properties of subexpectation, with key applications of the Hölder, Gronwall, and Burkholder–Davis–Gundy (BDG) inequalities. We demonstrate that the Yosida approximate solutions are bounded and converge to the unique solution of the GSDEs. The pth moment exponential estimate has been investigated. An illustrative example is also provided.

Suggested Citation

  • Rahman Ullah & Kinza Manzoor & Faiz Faizullah & Rashid Ali & Ibraheem M. Alsulami & Amer Alsulami, 2026. "Existence-Uniqueness and p-Moment Estimates of Solutions to Nonlinear G-Stochastic Differential Equations," Journal of Mathematics, Hindawi, vol. 2026, pages 1-12, September.
    • Handle: RePEc:hin:jjmath:9016420
    DOI: 10.1155/jom/9016420
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/jmath/2026/9016420.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/jmath/2026/9016420.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/jom/9016420?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jjmath:9016420. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.