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<p>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 <i>G</i>-framework by using Banach’s fixed-point theorem. Moreover, Harnack and log-Harnack inequalities are established by means of coupling by change of measures. </p>

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

  • 期刊论文

  • 发表日期：

    2025年3月6日

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  • Xiyuan Su,
  • Menglin Xu,
  • Fen-Fen Yang

摘要

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.