Stochastic functional differential equations driven by G-Browniain motion with monotone nonlinearity

Abstract

By using the Picard iteration scheme, this article establishes the existence and uniqueness theory for solutions to stochastic functional differential equations driven by G-Browniain motion. Assuming the monotonicity conditions, the boundedness and existence-uniqueness results of solutions have been derived. The error estimation between Picard approximate solution $y^k(t)$ and exact solution $y(t)$ has been determined. The $L^2_G$ and exponential estimates have been obtained. The theory has been further generalized to weak monotonicity conditions. The existence, uniqueness and exponential estimate under the weak monotonicity conditions have been inaugurated.