In this paper,solutions of the following non-Lipschitz stochastic differential equations driven by G-Brownian motion：Xt=x＋∫^t0b（s,w,Xs）ds＋∫^t0h（s,ω,Xs）ds＋∫^t0σ（s,ω,Xs）dBs are constructed.It is shown that they have the cocycle property.Moreover,under some special non-Lipschitz conditions,they are bi-continuous with respect to t,x.
This work concerns a class of path-dependent McKean-Vlasov stochastic differential equations with unknown parameters.First,we prove the existence and uniqueness of these equations under non-Lipschitz conditions.Second,we construct maximum likelihood estimators of these parameters and then discuss their strong consistency.Third,a numerical simulation method for the class of path-dependent McKean-Vlasov stochastic differential equations is offered.Finally,we estimate the errors between solutions of these equations and that of their numerical equations.
