摘要
The Harnack inequality for stochastic differential equation driven by G-Brownian motion with multiplicative noise is derived by means of the coupling by change of measure,which extends the corresponding results derived in Wang(Probab.Theory Related Fields 109:417–424)under the linear expectation.Moreover,we generalize the gradient estimate under nonlinear expectation appeared in Song(Sci.China Math.64:1093–1108).
基金
Supported in part by NNSFC(11801403,11801406).
