On stability of large-scale G-SDEs: A decomposition approach

•We wish that the progress achieved by this work could be approved by you and the referees. I believe that we would get more benefit from the comments of the referees and strong support from you. Thank you very much for your kind consideration! A decomposition approach is used to discuss the stability of large-scale stochastic differential equations driven by G-Brownian motion (G-SDEs, in short). This method establishes the connection between the large-scale G-SDEs and the corresponding reference G-SDEs (which is also called the isolated subsystems). It is shown that large-scale G-SDEs are exponentially stable in mean square if and only if each of the subsystems are exponentially stable in mean square. Finally, some interesting examples will be put forward to verifying the main results.