Distribution-Dependent Stochastic Functional Differential Equations
Probability
2018-01-26 v2
Abstract
By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack inequalities for classical stochastic functional differential equations with Girsanov's theorem, Harnack and shift-Harnack inequalities are obtained for the non-linear semigroup associated to the functional solution.
Cite
@article{arxiv.1612.08542,
title = {Distribution-Dependent Stochastic Functional Differential Equations},
author = {Xing Huang},
journal= {arXiv preprint arXiv:1612.08542},
year = {2018}
}
Comments
We have submitted a new version which is arXiv:1709.00556