Mean-field stochastic differential equations driven by \(G\)-Brownian motion (Q6107307)

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scientific article; zbMATH DE number 7706082
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Mean-field stochastic differential equations driven by \(G\)-Brownian motion
scientific article; zbMATH DE number 7706082

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    Mean-field stochastic differential equations driven by \(G\)-Brownian motion (English)
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    3 July 2023
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    \(G\)-Brownian motion
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    mean-field SDEs
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    coupling by change of measures
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    Harnack inequality
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