The Modified Stochastic Theta Scheme for Mean-Field Stochastic Differential Equations Driven by G-Brownian Motion Under Local One-Sided Lipschitz Conditions

In this paper, we focus on mean-field stochastic differential equations driven by G-Brownian motion (G-MFSDEs for short) with a drift coefficient satisfying the local one-sided Lipschitz condition with respect to the state variable and the global Lipschitz condition with respect to the law. We are c...

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Bibliographic Details
Main Authors: Pengfei Zhao, Haiyan Yuan
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/12/1993
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