# On distribution dependent stochastic differential equations driven by $G$-Brownian motion

## TL;DR

This paper investigates the existence and uniqueness of solutions for distribution dependent stochastic differential equations driven by $G$-Brownian motion within the $G$-expectation framework, extending classical results to this more general setting.

## Contribution

It introduces a new formulation and proper distance for distribution dependent $G$-SDEs, establishing well-posedness under Lipschitz conditions using fixed point arguments.

## Key findings

- Proved existence and uniqueness of solutions for distribution dependent $G$-SDEs.
- Developed a new formulation and distance measure for these equations.
- Derived estimates for the solutions.

## Abstract

Distribution dependent stochastic differential equations have been a very hot subject with extensive studies. On the other hand, under the $G$-expectation framework, stochastic differential equations driven by $G$-Brownian motion (in short form, $G$-SDEs) have received increasing attentions, and the existence and uniqueness of solutions to $G$-SDEs under Lipschitz and non-Lipschitz conditions have been obtained. Based on these studies, it is very natural and also important to investigate the $G$-SDEs which are also distribution dependent. In this paper, we are concerned with the well-posedness of the distribution dependent $G$-SDEs. To this end, we first introduce a proper distance of the involved distribution functions and propose a new formulation of the distribution dependent $G$-SDEs. Then, by utilising fix point argument, we establish existence and uniqueness of the solutions of distributed dependent $G$-SDEs under Lipschitz condition. Finally, we derive certain estimates for the solutions of the distribution dependent $G$-SDEs.