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)

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