DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
From MaRDI portal
Publication:4908347
DOI10.1142/S021949371250013XzbMath1262.60052arXiv1109.3907OpenAlexW2105511065MaRDI QIDQ4908347
Chenggui Yuan, Jianhai Bao, Feng-Yu Wang
Publication date: 5 March 2013
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.3907
gradient estimateHarnack inequalitycouplingderivative formulafunctional stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-differential operators (47G20)
Related Items
Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises ⋮ Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay ⋮ Bismut formulae and applications for functional SPDEs ⋮ Integration by parts formula and shift Harnack inequality for stochastic equations ⋮ Order preservation for multidimensional stochastic functional differential equations with jumps ⋮ Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory ⋮ Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts ⋮ Derivative formulas and applications for degenerate stochastic differential equations with fractional noises ⋮ Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
Cites Work
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
- Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
- Log-Harnack inequality for stochastic Burgers equations and applications
- Harnack inequalities on manifolds with boundary and applications
- Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
- Harnack inequalities for functional SDEs with multiplicative noise and applications
- Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
- Harnack inequality for functional SDEs with bounded memory
- White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
- How violent are fast controls?
- Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
- Harnack inequality and applications for stochastic generalized porous media equations
- Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
- Harnack inequality and strong Feller property for stochastic fast-diffusion equations
- Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
- Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
- HARNACK INEQUALITIES AND APPLICATIONS FOR MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS
- LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
