Harnack inequality for mean-field stochastic differential equations

DOI10.1016/j.spl.2013.01.035zbMath1287.60077MaRDI QIDQ385119

Gaofeng Zong, Zeng-Jing Chen

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

zbMATH Keywords

Harnack inequality; stochastic differential equations; backward stochastic differential equation; coupling; mean-field models

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process

Cites Work

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