Mean-field stochastic differential equations driven by \(G\)-Brownian motion (Q6107307)
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scientific article; zbMATH DE number 7706082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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