This paper introduces a novel formulation of mean-field stochastic differential equations driven by G-Brownian motion.The proposed formulation generalises existing approaches within the G-framework and enables the stu...This paper introduces a novel formulation of mean-field stochastic differential equations driven by G-Brownian motion.The proposed formulation generalises existing approaches within the G-framework and enables the study of Frechet differentiability.Under non-Lipschitz conditions on the coefficients,we establish the existence and uniqueness of a solution for square-integrable stochastic initial data.展开更多
文摘This paper introduces a novel formulation of mean-field stochastic differential equations driven by G-Brownian motion.The proposed formulation generalises existing approaches within the G-framework and enables the study of Frechet differentiability.Under non-Lipschitz conditions on the coefficients,we establish the existence and uniqueness of a solution for square-integrable stochastic initial data.
