Harnack inequality for functional SDEs with bounded memory

DOI10.1214/ECP.v14-1513zbMath1195.34124arXiv0910.4536MaRDI QIDQ967689

Abdelhadi Es-Sarhir, Max-K. von Renesse, Michael K. R. Scheutzow

Publication date: 30 April 2010

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.4536

zbMATH Keywords

Harnack inequalitycouplingstrong feller property

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic functional-differential equations (34K50)

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