Harnack inequality for mean-field stochastic differential equations (Q385119): Difference between revisions

@@ Property / author @@
-Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
-Normal rank
@@ Property / author @@
+Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6234697
@@ Property / zbMATH DE Number: 6234697 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-field models
@@ Property / zbMATH Keywords: mean-field models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Harnack inequality
@@ Property / zbMATH Keywords: Harnack inequality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equation
@@ Property / zbMATH Keywords: backward stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coupling
@@ Property / zbMATH Keywords: coupling / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2013.01.035
+Normal rank
@@ Property / OpenAlex ID @@
+W1997722057
@@ Property / OpenAlex ID: W1997722057 / rank @@
+Normal rank
@@ Property / cites work @@
+On the small time asymptotics of diffusion processes on path groups
+Normal rank
@@ Property / cites work @@
+Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
+Normal rank
@@ Property / cites work @@
+Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
+Normal rank
@@ Property / cites work @@
+Equivalent Harnack and gradient inequalities for pointwise curvature lower bound
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations: A limit approach
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
+Normal rank
@@ Property / cites work @@
+Harnack inequality for functional SDEs with bounded memory
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-field reflected backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
+Normal rank
@@ Property / cites work @@
+Harnack inequalities on manifolds with boundary and applications
+Normal rank
@@ Property / cites work @@
+Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
+Normal rank
@@ Property / cites work @@
+Harnack inequalities for functional SDEs with multiplicative noise and applications
+Normal rank
@@ Property / cites work @@
+Log-Harnack inequality for stochastic Burgers equations and applications
+Normal rank
@@ Property / cites work @@
+White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
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@@ links / mardi / name / links / mardi / name @@
+Publication:385119