Title of article
Harnack inequalities for functional SDEs with multiplicative noise and applications
Author/Authors
Wang، نويسنده , , Feng-Yu and Yuan، نويسنده , , Chenggui، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
19
From page
2692
To page
2710
Abstract
By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel estimates w.r.t. quasi-invariant probability measures are derived for the associated transition semigroup of the solution. The dimension-free Harnack inequality in the sense of Wang (1997) [14] is also investigated.
Keywords
Harnack inequality , Functional solution , Strong Feller property , Heat kernel , Delay SDE
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578469
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