We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality . The strong Feller property for the corresponding segment process is also obtained.
"Harnack Inequality for Functional SDEs with Bounded Memory." Electron. Commun. Probab. 14 560 - 565, 2009. https://doi.org/10.1214/ECP.v14-1513