| Título: | Harnack Inequality for Functional SDEs with Bounded Memory |
| Autores: |
Es-Sarhir, Abdelhadi; TU (Berlin) von Renesse, Max-K.; TU (Berlin) Scheutzow, Michael; TU (Berlin) |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Harnack Inequality, Coupling, Strong Feller Property 34K50, 60J65 |
| Descripción: | 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. |
| Idioma: | No aplica |
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