Harnack inequality for mean-field stochastic differential equations
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Publication:385119
DOI10.1016/j.spl.2013.01.035zbMath1287.60077MaRDI QIDQ385119
Publication date: 29 November 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.01.035
Harnack inequality; stochastic differential equations; backward stochastic differential equation; coupling; mean-field models
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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Cites Work
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