Harnack inequalities for functional SDEs driven by subordinate Brownian motions

DOI10.1007/S11118-020-09882-0zbMATH Open1490.60151arXiv1909.03224OpenAlexW3097101218MaRDI QIDQ2073779FDOQ2073779

Authors: Xing Huang, Chang-Song Deng 

Publication date: 8 February 2022

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: Using coupling by change of measure and an approximation technique, Wang's Harnack inequalities are established for a class of functional SDEs driven by subordinate Brownian motions. The results cover the corresponding ones in the case without delay.

Full work available at URL: https://arxiv.org/abs/1909.03224

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zbMATH Keywords

couplingHarnack inequalitysubordinate Brownian motionfunctional SDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations of functional-differential equations (34K26) Systems of functional equations and inequalities (39B72)

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Cited In (12)

• Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
• Harmonic functions of subordinate killed Brownian motion
• Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion
• Harnack and shift Harnack inequalities for SDEs with integrable drifts
• Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion
• Harnack inequalities for SDEs driven by subordinate Brownian motions
• Harnack inequality for functional SDEs with bounded memory
• HARNACK INEQUALITIES FOR EXOTIC BROWNIAN MOTIONS
• Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion
• Harnack and super Poincaré inequalities for generalized Cox-Ingersoll-Ross model

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