Harnack inequalities for SDEs with multiplicative noise and non-regular drift
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Publication:5255757
DOI10.1142/S021949371550015XzbMath1319.60129arXiv1310.4382MaRDI QIDQ5255757
Jian Wang, Huai-Qian Li, De Jun Luo
Publication date: 19 June 2015
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.4382
stochastic differential equationHölder continuityHarnack inequalitiesZvonkin transformationLPS condition
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