Harnack inequalities for SDEs with multiplicative noise and non-regular drift

DOI10.1142/S021949371550015XzbMath1319.60129arXiv1310.4382MaRDI QIDQ5255757

Jian Wang, Huai-Qian Li, De Jun Luo

Publication date: 19 June 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.4382

zbMATH Keywords

stochastic differential equationHölder continuityHarnack inequalitiesZvonkin transformationLPS condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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