Harnack Inequality and Applications for SDEs Driven by $G$-Brownian motion


الملخص بالإنكليزية

We establish Harnack inequality and shift Harnack inequality for stochastic differential equation driven by $G$-Brownian motion. As applications, the uniqueness of invariant linear expectations and estimates on the $sup$-kernel are investigated, where the $sup$-kernel is introduced in this paper for the first time.

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