Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
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Publication:392685
DOI10.1214/EJP.v17-2140zbMath1287.60074arXiv1208.5094OpenAlexW2007621768MaRDI QIDQ392685
Chenggui Yuan, Feng-Yu Wang, Jing Hai Shao
Publication date: 15 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.5094
Harnack inequalityexistence and uniquenesslog-Harnack inequalitystochastic (functional) differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Integro-differential operators (47G20)
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