Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions

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.

References in corpus (1)

• On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes