Study of a Stochastic Differential System of Arbitrary Order under G-Brownian Motion


El-Hacène Chalabi, Amar Ouaoua, Salim Mesbahi




In this paper, we study the existence and uniqueness of the solution for a class of stochastic differential systems of arbitrary order driven by G-Brownian motion. We prove under certain suitable conditions that our system has a unique solution. We also prove a stability theorem for our system.