Mean-field stochastic differential equations driven by <i>G</i>-Brownian motion

This paper introduces a novel formulation of mean-field stochastic differential equations driven by G-Brownian motion. The proposed formulation generalises existing approaches within the G-framework and enables the study of Fréchet differentiability. Under non-Lipschitz conditions on the coefficients, we establish the existence and uniqueness of a solution for square-integrable stochastic initial data.