Harnack Inequalities for Mean-Field G-Stochastic Differential Equations with Multiplicative Noise

Xiyuan Su (), Menglin Xu () and Fen-Fen Yang ()
Additional contact information
Xiyuan Su: Shanghai University
Menglin Xu: Shanghai University
Fen-Fen Yang: Shanghai University

Journal of Theoretical Probability, 2025, vol. 38, issue 2, 1-29

Abstract: Abstract In this paper, we investigate the existence and uniqueness of the solution for mean-field stochastic differential equations (SDEs) with multiplicative noise starting from a random variable under the G-framework by using Banach’s fixed-point theorem. Moreover, Harnack and log-Harnack inequalities are established by means of coupling by change of measures.

Keywords: G-Brownian motion; Coupling by change of measures; Multiplicative noise; Harnack and log-Harnack inequalities; 60H10; 60G65 (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-025-01409-w Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:38:y:2025:i:2:d:10.1007_s10959-025-01409-w

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-025-01409-w

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().