Derivative Formula and Harnack Inequality for Degenerate Functional SDEs
Probability
2011-09-20 v1
Abstract
By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.
Keywords
Cite
@article{arxiv.1109.3907,
title = {Derivative Formula and Harnack Inequality for Degenerate Functional SDEs},
author = {Jianhai Bao and Feng-Yu Wang and Chenggui Yuan},
journal= {arXiv preprint arXiv:1109.3907},
year = {2011}
}
Comments
20 pages