Harnack inequality for mean-field stochastic differential equations
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DOI: 10.1016/j.spl.2013.01.035
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References listed on IDEAS
- Li, Zhi & Luo, Jiaowan, 2012. "Mean-field reflected backward stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1961-1968.
- Arnaudon, Marc & Thalmaier, Anton & Wang, Feng-Yu, 2009. "Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3653-3670, October.
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Keywords
Mean-field models; Harnack inequality; Stochastic differential equations; Backward stochastic differential equation; Coupling;All these keywords.
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