Further properties on functional SDEs
In this work, we aim to study some fine properties for functional stochastic differential equation. The results consist of five main parts. In the second chapter, by constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigro...
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Swansea University
2013
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.752295 |