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Harnack Inequality and Applications for SDEs Driven by G-Brownian Motion
Acta Mathematicae Applicatae Sinica, English Series ( IF 0.8 ) Pub Date : 2020-07-01 , DOI: 10.1007/s10255-020-0957-9
Fen-fen Yang

We establish Harnack inequality and shift Harnack inequality for stochastic differential equation driven by $G$-Brownian motion. As applications, the uniqueness of invariant linear expectations and estimates on the $\sup$-kernel are investigated, where the $\sup$-kernel is introduced in this paper for the first time.

中文翻译:

Harnack 不等式和 G-Brownian 运动驱动的 SDE 的应用

我们建立了由$G$-Brownian 运动驱动的随机微分方程的Harnack 不等式和移动Harnack 不等式。作为应用,研究了$\sup$-kernel 上不变线性期望和估计的唯一性,其中$\sup$-kernel 是本文首次引入。
更新日期:2020-07-01
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