In the past decades, quantitative study of different disciplines such as system sciences, physics, ecological sciences, engineering, economics and biological sciences, have been driven by new modeling known as stochastic dynamical systems. This paper aims at studying these important dynamical systems in the framework of G-Brownian motion and G-expectation. It is demonstrated that, under the contractive condition, the weakened linear growth condition and the non-Lipschitz condition, a neutral stochastic functional differential equation in the G-frame has at most one solution. Hölder’s inequality, Gronwall’s inequality, the Burkholder-Davis-Gundy (in short BDG) inequalities, Bihari’s inequality and the Picard approximation scheme are used to establish the uniqueness-and-existence theorem. In addition, the stability in mean square is developed for the above mentioned stochastic dynamical systems in the G-frame.

In this note, the Carathéodory approximation scheme for vector valued stochastic differential equations under G-Brownian motion (G-SDEs) is introduced. It is shown that the Carathéodory approximate solutions converge to the unique solution of the G-SDEs. The existence and uniqueness theorem for G-SDEs is established by using the stated method.

During the past two years, the novel coronavirus pandemic has dramatically affected the world by producing 4.8 million deaths. Mathematical modeling is one of the useful mathematical tools which has been used frequently to investigate the dynamics of various infectious diseases. It has been observed that the nature of the novel disease of coronavirus transmission differs everywhere, implying that it is not deterministic while having stochastic nature. In this paper, a stochastic mathematical model has been investigated to study the transmission dynamics of novel coronavirus disease under the effect of fluctuated disease propagation and vaccination because effective vaccination programs and interaction of humans play a significant role in every infectious disease prevention. We develop the epidemic problem by taking into account the extended version of the susceptible-infected-recovered model and with the aid of a stochastic differential equation. We then study the fundamental axioms for existence and uniqueness to show that the problem is mathematically and biologically feasible. The extinction of novel coronavirus and persistency are examined, and sufficient conditions resulted from our investigation. In the end, some graphical representations support the analytical findings and present the effect of vaccination and fluctuated environmental variation.

We present the Cauchy-Maruyama (CM) approximation scheme and establish the existence theory of stochastic functional differential equations driven by G-Brownian motion (G-SFDEs). Several useful properties of Cauchy-Maruyama (CM) approximate solutionsXkof G-SFDEs are given. We show that the unique solution of G-SFDEs gets convergence from Cauchy-Maruyama (CM) approximate solutions. The existence theorem for G-SFDEs is developed with the above mentioned scheme.