Derivative Formula and Harnack Inequality for Degenerate Functional SDEs
arXiv:1109.3907
Abstract
By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.
20 pages
References in corpus (4)
- Harnack inequality and applications for stochastic generalized porous media equations
- Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications
- Derivative Formula and Harnack Inequality for Linear SDEs Driven by Lévy Processes
- Derivative Formula and Applications for Degenerate Diffusion Semigroups