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.
Citation
Abdelhadi Es-Sarhir. Max-K. von Renesse. Michael Scheutzow. "Harnack Inequality for Functional SDEs with Bounded Memory." Electron. Commun. Probab. 14 560 - 565, 2009. https://doi.org/10.1214/ECP.v14-1513
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