Harnack inequalities for functional SDEs with multiplicative noise and applications
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Publication:719781
DOI10.1016/J.SPA.2011.07.001zbMATH Open1227.60080OpenAlexW2599079977MaRDI QIDQ719781FDOQ719781
Publication date: 11 October 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.07.001
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-differential operators (47G20)
Cites Work
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- Harnack inequality and strong Feller property for stochastic fast-diffusion equations
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
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- Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
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- Existence and uniqueness of solutions of stochastic functional differential equations
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- LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
- Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
- Harnack inequality for functional SDEs with bounded memory
- The parabolic Harnack inequality for the time dependent Ginzburg-Landau type SPDE and its application
- Invariant measures for stochastic functional differential equations with superlinear drift term
Cited In (40)
- Exponential convergence of non-linear monotone SPDEs
- Harnack inequalities with power \(\pmb{p\in (1,+\infty )}\) for transition semigroups in Hilbert spaces
- Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
- Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
- Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
- Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
- Asymptotically homogeneous iterated random functions with applications to the HARCH process
- Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
- Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion
- Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
- Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates
- Bismut formulae and applications for functional SPDEs
- Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
- Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model
- Harnack's Inequality forp-Harmonic Functions via Stochastic Games
- Harnack inequality and applications for infinite-dimensional GEM processes
- Asymptotics of sample entropy production rate for stochastic differential equations
- Harnack inequalities for stochastic equations driven by Lévy noise
- Periodic measure of a stochastic non-autonomous predator-prey system with impulsive effects
- Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space
- Harnack inequality for semilinear SPDE with multiplicative noise
- Well-posedness for path-distribution dependent stochastic differential equations with singular drifts
- Harnack inequality and derivative formula for stochastic heat equation with fractional noise
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
- Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks
- Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise
- Persistence and periodic measure of a stochastic predator–prey model with Beddington–DeAngelis functional response
- Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes
- Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise
- Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
- Gradient estimates and applications for Neumann semigroup on narrow strip
- Integration by parts formula and shift Harnack inequality for stochastic equations
- Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½
- Hypercontractivity for functional stochastic differential equations
- Harnack inequality and derivative formula for SDE driven by fractional Brownian motion
- On the strong Feller property for stochastic delay differential equations with singular drift
- DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
- Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion
- Harnack inequality for mean-field stochastic differential equations
- Hypercontractivity and applications for stochastic Hamiltonian systems
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