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Harnack inequality for mean-field stochastic differential equations - MaRDI portal

Harnack inequality for mean-field stochastic differential equations (Q385119)

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scientific article; zbMATH DE number 6234697
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Harnack inequality for mean-field stochastic differential equations
scientific article; zbMATH DE number 6234697

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    Harnack inequality for mean-field stochastic differential equations (English)
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    29 November 2013
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    mean-field models
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    Harnack inequality
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    stochastic differential equations
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    backward stochastic differential equation
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    coupling
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