Asymptotic log-Harnack inequality for path-distribution dependent SDEs with infinite memory and Dini drift

2025/07/12 by Zhao, Xiao-Yu
#47G20 #60H10 #60J60 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2507.09129

Abstract

We establish an asymptotic log-Harnack inequality for stochastic differential equations on \R^d whose coefficients depend on the path and distribution for the whole history, allowing the drift to contain a Dini continuous term. The result is new even in the distribution-independent case.

Citations

• Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality
• Improving Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations
• Bi-Coupling Method and Applications
• Distribution Dependent Stochastic Differential Equations
• Asymptotic Log-Harnack Inequality and Applications for Stochastic Systems of Infinite Memory
• A Modified log-Harnack inequality and asymptotically strong Feller property
• Harnack Inequalities on Manifolds with Boundary and Applications
• Invariant measures for stochastic functional differential equations with superlinear drift term

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