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.
Citation
Jinghai Shao. Feng-Yu Wang. Chenggui Yuan. "Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients." Electron. J. Probab. 17 1 - 18, 2012. https://doi.org/10.1214/EJP.v17-2140
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