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Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications
Harnack inequality functional solution delay SDE strong Feller property
2011/2/28
By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong...
Rough Burgers-like equations with multiplicative noise
Rough Burgers-like equations multiplicative noise
2011/1/18
We construct solutions to Burgers type equations perturbed by a multiplicative spacetime white noise in one space dimension.