Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients (Q392685)
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scientific article; zbMATH DE number 6245584
| Language | Label | Description | Also known as |
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| English | Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients |
scientific article; zbMATH DE number 6245584 |
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Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients (English)
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15 January 2014
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From the author's 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.
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Harnack inequality
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log-Harnack inequality
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stochastic (functional) differential equation
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existence and uniqueness
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