DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
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DOI：
10.1142/s021949371250013x
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发表时间：
2011-09
影响因子：
1.1
通讯作者：
J. Bao;Feng-Yu Wang;C. Yuan
中科院分区：
文献类型：
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作者：
J. Bao;Feng-Yu Wang;C. Yuan
通过构造成功的耦合，建立了一类退化泛函随机微分方程半群的导数公式、梯度估计和Harnack不等式。
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.