Article ID Journal Published Year Pages File Type
4668906 Bulletin des Sciences Mathématiques 2013 13 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)