Invariant and ergodic measures for G-diffusion processes
  In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motion have the unique invariant and ergodic measures. Moreover, the invariant and ergodic measures of G-SDEs are also sublinear expectations. However, the invariant measures may not coincide with ergodic measures, which is different from the classical case. 
Mingshang Hu, Hanwu Li, Falei Wang, Guoqiang Zheng
math.PR