Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions
Probability
2019-09-10 v1
Abstract
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 motions. The results cover the corresponding ones in the case without delay.
Keywords
Cite
@article{arxiv.1909.03224,
title = {Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions},
author = {Chang-Song Deng and Xing Huang},
journal= {arXiv preprint arXiv:1909.03224},
year = {2019}
}