DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs

DOI10.1142/S021949371250013XzbMATH Open1262.60052arXiv1109.3907OpenAlexW2105511065MaRDI QIDQ4908347FDOQ4908347

Authors: Jianhai Bao, Feng-Yu Wang, Chenggui Yuan 

Publication date: 5 March 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.

Full work available at URL: https://arxiv.org/abs/1109.3907

zbMATH Keywords

couplingHarnack inequalityderivative formulagradient estimatefunctional stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-differential operators (47G20)

Cites Work

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Cited In (15)

• Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
• Harnack inequalities for \(G\)-SDEs with multiplicative noise
• Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
• Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
• Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
• Bismut formulae and applications for functional SPDEs
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• Derivative formulas and applications for degenerate stochastic differential equations with fractional noises
• Well-posedness for path-distribution dependent stochastic differential equations with singular drifts
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Integration by parts formula and shift Harnack inequality for stochastic equations
• Order preservation for multidimensional stochastic functional differential equations with jumps
• Structural implications of norms with Hölder right-hand derivatives.
• Title not available (Why is that?)
• Derivative formula and applications for degenerate diffusion semigroups

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