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arxiv: 1109.3907 · v1 · pith:C4GRIC5Fnew · submitted 2011-09-18 · 🧮 math.PR

Derivative Formula and Harnack Inequality for Degenerate Functional SDEs

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keywords degeneratederivativeformulafunctionalharnackassociatedclassconstructing
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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.

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