Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
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Publication:2097567
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Jump processes on general state spaces (60J76)
Abstract: The existence and uniqueness are established for McKean-Vlasov SDEs driven by L'{e}vy processes. By using an approximation technique and coupling by change of measures, Harnack inequalities are investigated for McKean-Vlasov SDEs driven by subordinate Brownian motions.
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Cited in
(6)- Harnack inequalities for functional SDEs driven by subordinate Brownian motions
- Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality
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