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

Karl-Wilhelm Georg Bollweg and 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.

Date: 2024-01
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