Harnack Inequalities for McKean-Vlasov SDEs Driven by Subordinate Brownian Motions

2019/11/05 by Chang‐Song Deng, Xing Huang, Deng, Chang-Song +1
Economics, Econometrics and Finance · #FOS: Mathematics #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1911.01768

openalex publication_date 2019/11/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The existence and uniqueness are established for McKean-Vlasov SDEs driven by Lévy processes. By using an approximation technique and coupling by change of measures, Harnack inequalities are investigated for McKean-Vlasov SDEs driven by subordinate Brownian motions.

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