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arXiv · 2401.09113

Mean-Field SDEs driven by $G$-Brownian Motion

Karl-Wilhelm Georg Bollweg·Thilo Meyer-Brandis
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Abstract

We extend the notion of mean-field SDEs to SDEs driven by $G$-Brownian motion. More precisely, we consider a $G$-SDE where the coefficients depend not only on time and the current state but also on the solution as random variable.

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Karl-Wilhelm Georg Bollweg, Thilo Meyer-Brandis. 2024-01-17. Mean-Field SDEs driven by $G$-Brownian Motion. https://doi.org/10.3934/puqr.2025011

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