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Mean-field stochastic differential equations driven by \(G\)-Brownian motion - MaRDI portal

Mean-field stochastic differential equations driven by \(G\)-Brownian motion (Q6107307)

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scientific article; zbMATH DE number 7706082
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Mean-field stochastic differential equations driven by \(G\)-Brownian motion
scientific article; zbMATH DE number 7706082

    Statements

    title
    Mean-field stochastic differential equations driven by \(G\)-Brownian motion (English)
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    author
    Menglin Xu
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    Fen-fen Yang
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    Wensheng Yin
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    publication date
    3 July 2023
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    zbMATH Keywords
    \(G\)-Brownian motion
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    mean-field SDEs
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    coupling by change of measures
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    Harnack inequality
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    cites work
    Q3236483
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    Q5436616
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    Q3358031
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    Identifiers

    DOI
    10.3934/dcdss.2023023
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    zbMATH DE Number
    7706082
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