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Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion - MaRDI portal

Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion (Q2023734)

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scientific article; zbMATH DE number 7342564
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English
Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion
scientific article; zbMATH DE number 7342564

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    Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion (English)
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    3 May 2021
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    Harnack inequality
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    shift Harnack inequality
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    stochastic differential equations
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    \(G\)-Brownian motion
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    \(G\)-expectation
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