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Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
2.	Creator	Author's name, affiliation, country	Jinghai Shao; Beijing Normal University; China
2.	Creator	Author's name, affiliation, country	Feng-Yu Wang; Beijing Normal University; China
2.	Creator	Author's name, affiliation, country	Chenggui Yuan; Swansea University
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Harnack inequality; log-Harnack inequality; stochastic (functional) differential equation; existence and uniqueness
3.	Subject	Subject classification	60H10; 60J60; 47G20
4.	Description	Abstract	By using coupling arguments, Harnack type inequalities are established for a class of stochastic (functional) differential equations with multiplicative noises and non-Lipschitzian coefficients. To construct the required couplings, two results on existence and uniqueness of solutions on an open domain are presented.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	Supported in part by Lab. Math. Com. Sys., NNSFC(11131003), FANEDD (No. 200917), SRFDP and the Fundamental Research Funds for the Central Universities.
7.	Date	(YYYY-MM-DD)	2012-11-23
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/2140
10.	Identifier	Digital Object Identifier	10.1214/EJP.v17-2140
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 17
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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