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Showing 2009 · math.PRShow all
3 papers · 2 filters
math.PR2009
Harnack Inequality for Functional SDEs with Bounded Memory
A. Es-Sarhir, M-K. von Renesse, M. Scheutzow
We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality \cite{MR1481127}.…
math.PR2009★ 1 cited
Attractors and Expansion for Brownian Flows
Georgi Dimitroff, Michael Scheutzow
We show that a stochastic flow which is generated by a stochastic differential equation on with bounded volatility has a random attractor provided that the drift component i…
math.PR2009★ 1 cited
Ballisticity conditions for random walk in random environment
Alexander Drewitz, Alejandro F. Ramírez
Consider a random walk in a uniformly elliptic i.i.d. random environment in dimensions . In 2002, Sznitman introduced for each the ballisticity conditions $(T)…