Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4668906 | Bulletin des Sciences Mathématiques | 2013 | 13 Pages |
Abstract
In this work, we establish the Harnack-type inequalities for the solutions of SDEs with singular drifts and multiplicative noises. Overcoming the difficulties caused by the singularity of the drifts, we establish the Harnack inequalities using the coupling method. As an application, we obtain the estimates of the corresponding heat kernels.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)