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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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2 results for “G-SDE”

Regularity of Solutions of Mean-Field

G

-SDEsmath.PR

Study on the smoothness of solutions to a specific type of stochastic differential equation.

problem Regularity of solutions to mean-field

G

-SDEs.

method Analysis of first and second order Fréchet differentiability in the random initial condition.

result Established the Fréchet differentiability of the solution and specified the corresponding equations.

mean-field SDE Fréchet differentiability G-SDE regularity stochastic differential equation

2025-08-11abs ↗pdf ↗

Mean-Field SDEs driven by

G

-Brownian Motionmath.PR

New SDEs use $G$ -Brownian motion, extending mean-field models.

problem Extending mean-field models to new types of stochastic processes.

method Introduced

G

-SDEs with coefficients dependent on current state and solution as random variable.

result Validated new SDE framework for complex stochastic systems.

mean-field SDEs G-Brownian motion stochastic processes

2024-01-17abs ↗pdf ↗