Distribution-Dependent Stochastic Functional Differential Equations

MaRDI QIDQ6281294zbMATH OpenFDO

Authors Xing Huang

Publication date 27 December 2016

Abstract: By the approximation method introduced in cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack inequalities for classical stochastic functional differential equations with Girsanov's theorem, Harnack and shift-Harnack inequalities are obtained for the non-linear semigroup $P_t^{\ast }$ associated to the functional solution.

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