On mean field stochastic differential equations driven by G-Brownian motion with averaging principle
From MaRDI portal
Publication:6586791
DOI10.1134/S1995080224600985zbMATH Open1542.6004MaRDI QIDQ6586791FDOQ6586791
Authors: Ali Bey Touati, Hacène Boutabia, Amel Redjil 
Publication date: 13 August 2024
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic games; gambling (91A60) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Cites Work
- Mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Quasi-sure stochastic analysis through aggregation
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- Martingale representation theorem for the \(G\)-expectation
- Title not available (Why is that?)
- Title not available (Why is that?)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Averaging methods for differential equations with retarded arguments and a small parameter
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Strong solutions of mean-field stochastic differential equations with irregular drift
- Equilibrium prices and trade under ambiguous volatility
This page was built for publication: On mean field stochastic differential equations driven by \(G\)-Brownian motion with averaging principle
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6586791)
