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Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. (English) Zbl 1287.60074
From the author’s 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.

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60 Diffusion processes
47G20 Integro-differential operators
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