Electronic Communications in Probability · 2009 · 46 citations · 12 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesMarkov ProcessesStochastic CalculusStochastic ControlStochastic Differential EquationsStochastic StabilityFeller ProcessesStochastic Integration
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.
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