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arXiv · 1109.3907

Derivative Formula and Harnack Inequality for Degenerate Functional SDEs

Jianhai Bao·Feng-Yu Wang·Chenggui Yuan
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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.

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Jianhai Bao, Feng-Yu Wang, Chenggui Yuan. 2011-09-18. Derivative Formula and Harnack Inequality for Degenerate Functional SDEs. https://arxiv.org/abs/1109.3907

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