G-布朗运动驱动的随机金融风险系统模型的渐近行为

Asymptotic Behavior of Stochastic Financial Risk System Models Driven by G-Brownian Motion

本文主要研究了G-布朗运动驱动的金融风险系统模型的渐近行为。利用李雅普诺夫函数和Gronwall不等式,证明了G-布朗运动驱动的随机金融风险系统模型解的存在唯一性。运用G-伊藤公式和G期望不等式等相关知识,研究了G-布朗运动驱动的随机金融风险系统模型解在不同平衡点的有界性与全局指数吸引集。

This paper mainly studies the asymptotic behavior of the financial risk system model driven by G-Brownian motion. Using Lyapunov function and Gronwall inequality, the existence and uniqueness of the solution of the stochastic financial risk system model driven by G-Brownian motion are proved. Using G-Itôformula and G-expectation inequality, the boundedness and global exponential attraction set of the solution of the stochastic financial risk system model driven by G-Brownian motion at different equilibrium points are discussed.