arXiv subjects

Karl-Wilhelm Georg Bollweg

Publications and source records attributed to Karl-Wilhelm Georg Bollweg.

2 recordsLinked to original sources

arXiv2025

Regularity of Solutions of Mean-Field $G$-SDEs

We study regularity properties of the unique solution of a mean-field $G$-SDE. More precisely, we consider a mean-field $G$-SDE with square-integrable random initial condition and establish its first and second order Fréchet differentiability in the random initial condition and specify the $G$-SDEs of the respective Fréchet derivatives.

math.PR↗

arXiv2024

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

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.

math.PR↗