MEAN-FIELD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY G-BROWNIAN MOTION

被引：1
|
作者：
Xu, Menglin [1 ]
Yang, Fen-Fen [1 ]
Yin, Wensheng [2 ]
机构：
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
[2] Anhui Univ, Sch Big Date & Stat, Hefei 230601, Peoples R China
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S | 2023年 / 16卷 / 05期
关键词：
G-Brownian motion; mean-field SDEs; coupling by change of measures; Harnack inequality; DISTRIBUTION DEPENDENT SDES; HARNACK INEQUALITY; THEOREM;
D O I：
10.3934/dcdss.2023023
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The main purpose of this paper is to analyze the mean-field stochastic differential equations driven by G-Brownian motion (mean-field G-SDEs). We first investigate the existence and uniqueness of the solution for the mean-field G-SDEs by utilizing the Banach fixed point theorem. Moreover, by the method of coupling by change of measures, the Harnack and log-Harnack inequalities for mean-field G-SDEs with additive noise are established.
引用
收藏
页码：1106 / 1118
页数：13
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