DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs

DOI10.1142/S021949371250013XzbMath1262.60052arXiv1109.3907OpenAlexW2105511065MaRDI QIDQ4908347

Chenggui Yuan, Jianhai Bao, Feng-Yu Wang

Publication date: 5 March 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.3907

zbMATH Keywords

gradient estimateHarnack inequalitycouplingderivative formulafunctional stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-differential operators (47G20)

Related Items (10)

Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises ⋮ Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay ⋮ Bismut formulae and applications for functional SPDEs ⋮ Integration by parts formula and shift Harnack inequality for stochastic equations ⋮ Order preservation for multidimensional stochastic functional differential equations with jumps ⋮ Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory ⋮ Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts ⋮ Derivative formulas and applications for degenerate stochastic differential equations with fractional noises ⋮ Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions

Cites Work

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