{
  "id": "1208.5094",
  "version": "v1",
  "published": "2012-08-25T02:59:42.000Z",
  "updated": "2012-08-25T02:59:42.000Z",
  "title": "Harnack Inequalities for Stochastic (Functional) Differential Equations with Non-Lipschitzian Coefficients",
  "authors": [
    "Jinghai Shao",
    "Feng-Yu Wang",
    "Chenggui Yuan"
  ],
  "comment": "22 pages",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-08-25T02:59:42.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "differential equations",
      "non-lipschitzian coefficients",
      "harnack inequalities",
      "functional",
      "stochastic"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 22,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1208.5094S"
    }
  }
}