Jianhai Bao, Feng‐Yu Wang, Chenggui Yuan
Abstract
By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.
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By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.
Key concepts: Harnack's inequality, Harnack's principle, Mathematics, Degenerate energy levels, Derivative (finance), Inequality, Directional derivative, Pure mathematics