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...
Saved in:
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Convergence and Stability of the Truncated Stochastic Theta Method for McKean-Vlasov Stochastic Differential Equations Under Local Lipschitz Conditions
by: Hongxia Chu, et al.
Published: (2025-07-01) -
On approximation of stochastic integrals with respect to a fractional Brownian motion
by: Kęstutis Kubilius
Published: (2005-12-01) -
Tail probability of the hitting time of Brownian motion to a sphere with fixed hitting sites
by: Yuji Hamana
Published: (2025-07-01) -
Extraction of newly soliton wave structure of generalized stochastic NLSE with standard Brownian motion, quintuple power law of nonlinearity and nonlinear chromatic dispersion
by: Islam Samir, et al.
Published: (2024-12-01) -
Numerical implementation of a stochastic differential equation of motion
by: Saúl Moisés Torres Murga
Published: (2024-12-01)