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arXiv · 1909.03224

Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions

Chang-Song Deng·Xing Huang
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Abstract

Using coupling by change of measure and an approximation technique, Wang's Harnack inequalities are established for a class of functional SDEs driven by subordinate Brownian motions. The results cover the corresponding ones in the case without delay.

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Chang-Song Deng, Xing Huang. 2019-09-07. Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions. https://arxiv.org/abs/1909.03224

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