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arXiv · 1911.01768

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

Chang-Song Deng·Xing Huang
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Abstract

The existence and uniqueness are established for McKean-Vlasov SDEs driven by L\'{e}vy 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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Chang-Song Deng, Xing Huang. 2019-11-05. Harnack Inequalities for McKean-Vlasov SDEs Driven by Subordinate Brownian Motions. https://arxiv.org/abs/1911.01768

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