HARNACK INEQUALITY FOR FUNCTIONAL SDEs WITH BOUNDED MEMORY

被引：28

作者：

Es-Sarhir, Abdelhadi ^{[1
]}

Von Renesse, Max-K. ^{[1
]}

Scheutzow, Michael ^{[1
]}

机构：

[1] Tech Univ Berlin, Fak 2, Inst Math, D-10623 Berlin, Germany

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2009年 / 14卷

关键词：

Harnack Inequality; Coupling; Strong Feller Property; EQUATIONS; MANIFOLDS;

D O I：

10.1214/ECP.v14-1513

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality [13]. The strong Feller property for the corresponding segment process is also obtained.

引用

页码：560 / 565

页数：6

共 14 条

[1] Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below [J].

Arnaudon, M ;

Thalmaier, A ;

Wang, FY .

BULLETIN DES SCIENCES MATHEMATIQUES, 2006, 130 (03) :223-233

[2]

Da Prato G., 1996, LONDON MATH SOC LECT, V229

[3] Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups [J].

Da Prato, Giuseppe ;

Roeckner, Michael ;

Wang, Feng-Yu .

JOURNAL OF FUNCTIONAL ANALYSIS, 2009, 257 (04) :992-1017

[4]

Es-Sarhir A, 2010, DIFFER INTEGRAL EQU, V23, P189

[5] Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations [J].

Hairer, M. ;

Mattingly, J. C. ;

Scheutzow, M. .

PROBABILITY THEORY AND RELATED FIELDS, 2011, 149 (1-2) :223-259

[6] Harnack inequalities: An introduction [J].

Kassmann, Moritz .

BOUNDARY VALUE PROBLEMS, 2007, 2007 (1)

[7]

KRYLOV NV, 1990, TEOR VEROYA PRIMEN, V35, P576

[8]

Lifshits M.A., 1995, Mathematics and its Applications, V322, pxii+333

[9] Harnack inequality and applications for stochastic evolution equations with monotone drifts [J].

Liu, Wei .

JOURNAL OF EVOLUTION EQUATIONS, 2009, 9 (04) :747-770

[10] Exponential growth rates for stochastic delay differential equations [J].

Scheutzow, M .

STOCHASTICS AND DYNAMICS, 2005, 5 (02) :163-174

← 1 2 →