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arXiv 0910.4536math.PR
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有界记忆泛函偏微分方程的Harnack不等式

Harnack Inequality for Functional SDEs with Bounded Memory

A. Es-Sarhir, M-K. von Renesse, M. Scheutzow

摘要:

利用有界记忆泛函随机微分方程的耦合方法,建立了一个类似于Wang的无量纲Harnack不等式\cite{MR1481127} .还得到了相应的分段过程的强Feller性质。

英文摘要:

We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality \cite{MR1481127}. The strong Feller property for the corresponding segment process is also obtained.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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