Harnack inequality for mean-field stochastic differential equations (Q385119): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / zbMATH DE Number: 6234697 / rank | |||
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mean-field models | |||
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Harnack inequality | |||
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stochastic differential equations | |||
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backward stochastic differential equation | |||
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coupling | |||
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Revision as of 13:40, 29 June 2023
scientific article
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English | Harnack inequality for mean-field stochastic differential equations |
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Harnack inequality for mean-field stochastic differential equations (English)
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29 November 2013
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mean-field models
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Harnack inequality
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stochastic differential equations
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backward stochastic differential equation
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coupling
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