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

通过鞅方法构造耦合算子,研究了多值随机微分方程中的耦合方法。同时应用耦合方法结合G irsanov定理证明了多值随机微分方程解的Harnack不等式。

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.