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math.PR2021
Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
Fen-Fen Yang, Chenggui Yuan
In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-N…
math.PR2021
Weak Solution and Invariant Probability Measure for McKean-Vlasov SDEs with Integrable Drifts
Xing Huang, Shen Wang, Fen-Fen Yang
In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investi…