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文章基本信息

  • 标题:Harnack Inequality for Functional SDEs with Bounded Memory
  • 本地全文:下载
  • 作者:Es-Sarhir, Abdelhadi ; von Renesse, Max-K. ; Scheutzow, Michael
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2009
  • 卷号:14
  • 页码:560-565
  • DOI:10.1214/ECP.v14-1513
  • 出版社:Electronic Communications in Probability
  • 摘要:We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality [13]. The strong Feller property for the corresponding segment process is also obtained.
  • 关键词:Harnack Inequality, Coupling, Strong Feller Property;34K50, 60J65
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