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math.PR2019
Harnack Inequalities for McKean-Vlasov SDEs Driven by Subordinate Brownian Motions
Chang-Song Deng, Xing Huang
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 inequa…
math.PR2019
Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions
Chang-Song Deng, Xing Huang
Using coupling by change of measure and an approximation technique, Wang's Harnack inequalities are established for a class of functional SDEs driven by subordinate Brownian motion…