Harnack inequalities for functional SDEs driven by subordinate Brownian motions

DOI10.1007/S11118-020-09882-0MaRDI QIDQ2073779zbMATH OpenOpenAlexFDO

Authors Xing Huang, Chang-Song Deng

Publication date 8 February 2022

Published in Potential Analysis (Search for Journal in Brave)

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

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)

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.

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Cited in

(12)

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

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