On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G-Brownian motion

被引：0

作者：

Sun, De ^{[1
,2
]}

Wu, Jiang-Lun ^{[3
,4
]}

Wu, Panyu ^{[1
]}

机构：

[1] Shandong Univ, Zhongtai Secur Inst Financial Studies, 27 Shanda South Rd, Jinan 250100, Shandong, Peoples R China

[2] Qingdao Chengyang Stat Bur, Qingdao, Peoples R China

[3] Beijing Normal Hong Kong Baptist Univ, Fac Sci & Technol, Guangdong Prov Zhuhai Key Lab IRADS, Zhuhai, Peoples R China

[4] Beijing Normal Hong Kong Baptist Univ, Fac Sci & Technol, Dept Math Sci, Zhuhai, Peoples R China

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2025年

基金：

中国国家自然科学基金;

关键词：

Distribution dependent; G-Brownian motion; existence and uniqueness; non-Lipschitz condition; Euler-Maruyama approximations; SDES; STABILITY; FLOWS;

D O I：

10.1080/07362994.2025.2517689

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, we are concerned with distribution-dependent stochastic differential equations driven by G-Brownian motion (in short form, distribution-dependent G-SDEs). We propose a non-Lipschitz condition for the coefficients under which we can establish existence and uniqueness of solutions to the distribution-dependent G-SDEs by utilizing Picard's iteration. Furthermore, we derive moment estimates for solutions of the distribution- dependent G-SDEs. Finally, we prove the Euler-Maruyama convergence theorem under this non-Lipschitz condition.

引用

页数：32

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