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Harnack Inequality for Functional SDEs with Bounded Memory

   
@article{ECP1513,
	author = {Abdelhadi Es-Sarhir and Max-K. von Renesse and Michael Scheutzow},
	title = {Harnack Inequality for Functional SDEs with Bounded Memory},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Harnack Inequality, Coupling, Strong Feller Property},
	abstract = {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.},
	pages = {no. 54, 560-565},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1513},    
        url = {http://ecp.ejpecp.org/article/view/1513}}