报告题目：Harnack Inequalities for Mean-Field G-SDEs with Multiplicative Noise

报告人：杨芬芬 上海大学

报告时间：3月6日 10:00

报告地点：管理楼1418

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 G-framework by using Banach fixed-point theorem. Moreover, Harnack and log Harnack inequalities are established by means of coupling by change of measures.