Harnack inequalities for \(G\)-SDEs with multiplicative noise

DOI10.1007/s40304-022-00290-xzbMath1540.6013MaRDI QIDQ6564804

Fen-fen Yang

Publication date: 1 July 2024

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

gradient estimateHarnack inequalitymultiplicative noise\(G\)-Brownian motionSDEs

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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