A Note on Harnack Inequality for Stochastic Functional Differential Equations

摘要：

In this note, by the coupling method we establish the Wangs dimension-free Harnack inequality and strong Feller property of the semigroup generated by the segment process for a class of stochastic functional differential equations. In particular, we generalize some results by Es-Sarhir et. Al |1| to the case where the dissipative coefficient need not to be negative.

关键词： Harnack Inequality Stochastic functional differential equation Girsanov transform Strong Feller

作者: Zhizhong Yang Hangsheng Tan

作者单位: School of Mathematics Central South University, CSU Changsha, China Institute of Probability and Statistics Central South University, CSU Changsha, China

会议类型: 国际会议

会议名称: 2011 3rd International Conference on Computer and Automation Engineering(ICCAE 2011)(2011年第三届IEEE计算机与自动化工程国际会议)

会议地点: 重庆

会议语种:英文

页码: 63-65

在线出版日期: 2011-01-21（万方平台首次上网日期，不代表论文的发表时间）