中山大学学报（自然科学版）2009，Vol.48Issue(6)：1-6,6.
多值随机微分方程中的耦合方法及其在Harnack不等式中的应用
Coupling Methods for Multivalued Stochastic Differential Equations and Applications to Harnack Inequality
摘要
Abstract
Through the martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied. Also Harnack inequality is obtained by applying coupling methods combined with Girsanov's theorem.关键词
多值随机微分方程/耦合/耦合算子/耦合时间/鞅方法/Harnack不等式/强Feller性Key words
multivalued stochastic differential equation/ coupling/ coupling operator/ coupling time/ martingale approach/ Harnack inequality/ strong Feller分类
数学引用本文复制引用
巫静..多值随机微分方程中的耦合方法及其在Harnack不等式中的应用[J].中山大学学报（自然科学版）,2009,48(6):1-6,6.基金项目
国家自然科学基金资助项目(10871215) （10871215）
