276 citations
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Showing 2010 · math.PRShow all
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math.PR2010★ 120 cited
Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications
Feng-Yu Wang, Chenggui Yuan
By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As appl…
math.PR2010★ 50 cited
Gradient Estimate for Ornstein-Uhlenbeck Jump Processes
Feng-Yu Wang
By using absolutely continuous lower bounds of the Lévy measure, explicit gradient estimates are derived for the semigroup of the corresponding Lévy process with a linear drift. A…
math.PR2010
Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations
Jianhai Bao, Xuerong Mao, Chenggui Yuan
In this paper we study the well-known Khasminskii-Type Theorem, i.e. the existence and uniqueness of solutions of stochastic evolution delay equations, under local Lipschitz condit…