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

DOI10.1007/s10255-020-0957-9zbMath1459.60134OpenAlexW3082887327MaRDI QIDQ2023734

Fen-fen Yang

Publication date: 3 May 2021

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-020-0957-9

zbMATH Keywords

Harnack inequalitystochastic differential equations\(G\)-Brownian motion\(G\)-expectationshift Harnack inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (3)

Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise ⋮ Mean-field stochastic differential equations driven by \(G\)-Brownian motion ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework

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