  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.
