کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151920 958260 2013 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Harnack inequality for mean-field stochastic differential equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Harnack inequality for mean-field stochastic differential equations
چکیده انگلیسی

Buckdahn et al. (2009b) introduced a mean-field stochastic differential equation to study the backward stochastic differential equation. The objective of the present paper is to deepen the investigation of such mean-field stochastic differential equations by studying them in a Brownian motion framework. By constructing a coupling, loglog-Harnack inequality and Harnack inequality with dimension-free are established for such mean-field stochastic differential equations.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 5, May 2013, Pages 1424–1432
نویسندگان
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