Derivative Formula and Harnack Inequality for Degenerate Functional SDEs

Details Derivative Formula and Harnack Inequality for Degenerate Functional SDEs Derivative Formula and Harnack Inequality for Degenerate Functional SDEs

2011-09-18

arxiv.org/abs/1109.3907v1

Mathematics

Probability

20 pages

Scientific paper

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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