Harnack Inequality and Applications for SDEs Driven by G-Brownian Motion

被引：0
作者：
Fen-fen Yang
机构：
[1] Tianjin University,Center for Applied Mathematics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2020年 / 36卷
关键词：
Harnack inequality; shift Harnack inequality; stochastic differential equations; -Brownian motion; -expectation; 60H10; 60H15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, Wang’s Harnack and shift Harnack inequality for a class of stochastic differential equations driven by G-Brownian motion are established. The results generalize the ones in the linear expectation setting. Moreover, some applications are also given.
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页码：627 / 635
页数：8
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