Harnack and shift Harnack inequalities for SDEs with integrable drifts-Reference-Cited by-同舟云学术

Harnack and shift Harnack inequalities for SDEs with integrable drifts

Published:2019-08-19 Issue:05 Volume:19 Page:1950034
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Huang Xing¹^ORCID

Affiliation:

1. Center for Applied Mathematics, Tianjin University, Tianjin 300072, P. R. China

Abstract

In this paper, the coupling by change of measure is constructed for a class of SDEs with integrable drift and additive noise, from which the Harnack and shift Harnack inequalities are derived. Finally, as applications, the gradient estimate, the regularity of the heat kernel and the distribution properties of the associated transition probability are also obtained. The important tool is Krylov’s estimate.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493719500345

Reference19 articles.

1. Flows of homeomorphisms of stochastic differential equations with measurable drift

2. Hypercontractivity for functional stochastic differential equations

3. On Stochastic Differential Equations with Locally Unbounded Drift

4. Strong solutions for functional SDEs with singular drift

5. Functional SPDE with Multiplicative Noise and Dini Drift

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