Harnack Inequality for Functional SDEs with Bounded Memory
Harnack Inequality for Functional SDEs with Bounded Memory
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DOI：
10.1214/ecp.v14-1513
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发表时间：
2009-10
影响因子：
0.5
通讯作者：
Abdelhadi Es-Sarhir;M. Renesse;Michael Scheutzow
中科院分区：
文献类型：
--
作者：
Abdelhadi Es-Sarhir;M. Renesse;Michael Scheutzow
本文利用有界记忆泛函随机微分方程的耦合方法建立了一个类似于Wang的无量纲Harnack不等式[13]。还得到了相应的分段过程的强Feller性质。
We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality [13] . The strong Feller property for the corresponding segment process is also obtained.