Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations.

Autor: Huang, Xing, Ma, Xiaochen
Zdroj: Journal of Theoretical Probability; Nov2024, Vol. 37 Issue 4, p3152-3176, 25p
Abstrakt: By investigating the regularity of the nonlinear semigroup P t ∗ associated with the distribution dependent second-order stochastic differential equations, the Harnack inequality is derived when the drift is Lipschitz continuous in the measure variable under the distance induced by the functions being β -Hölder continuous (with β > 2 3 ) on the degenerate component and square root of Dini continuous on the non-degenerate one. The results extend the existing ones in which the drift is Lipschitz continuous in L 2 -Wasserstein distance. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index