Harnack Inequalities for Stochastic (Functional) Differential Equations with Non-Lipschitzian Coefficients
classification
🧮 math.PR
keywords
coefficientsdifferentialequationsfunctionalharnackinequalitiesnon-lipschitzianstochastic
read the original abstract
By using coupling arguments, Harnack type inequalities are established for a class of stochastic (functional) differential equations with multiplicative noises and non-Lipschitzian coefficients. To construct the required couplings, two results on existence and uniqueness of solutions on an open domain are presented.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.