Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients

DOI10.1214/EJP.v17-2140zbMath1287.60074arXiv1208.5094OpenAlexW2007621768MaRDI QIDQ392685

Chenggui Yuan, Feng-Yu Wang, Jing Hai Shao

Publication date: 15 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.5094

zbMATH Keywords

Harnack inequalityexistence and uniquenesslog-Harnack inequalitystochastic (functional) differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Integro-differential operators (47G20)

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