DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
نویسندگان
چکیده
منابع مشابه
Harnack Inequality for Functional Sdes with Bounded Memory
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.
متن کاملThe Harnack inequality for a class of degenerate elliptic operators
We prove a Harnack inequality for distributional solutions to a type of degenerate elliptic PDEs in N dimensions. The differential operators in question are related to the Kolmogorov operator, made up of the Laplacian in the last N−1 variables, a first-order term corresponding to a shear flow in the direction of the first variable, and a bounded measurable potential term. The first-order coeffi...
متن کاملHarnack Inequalities for Degenerate Diffusions
We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators [8, 9, 6]. Our main results are a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients, and the proof of the scaleinvariant Harnack inequality fo...
متن کاملBoundary Harnack principle and elliptic Harnack inequality
We prove a scale-invariant boundary Harnack principle for inner uniform domains over a large family of Dirichlet spaces. A novel feature of our work is that our assumptions are robust to time changes of the corresponding diffusions. In particular, we do not assume volume doubling property for the symmetric measure.
متن کاملAlexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations
In this paper, we study fully non-linear elliptic equations in nondivergence form which can be degenerate or singular when “the gradient is small”. Typical examples are either equations involving the m-Laplace operator or Bellman-Isaacs equations from stochastic control problems. We establish an Alexandroff-Bakelman-Pucci estimate and we prove a Harnack inequality for viscosity solutions of suc...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastics and Dynamics
سال: 2012
ISSN: 0219-4937,1793-6799
DOI: 10.1142/s021949371250013x