Harnack inequality and gradient estimate for G-SDEs with degenerate noise
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DOI: 10.1007/s11425-020-1784-0
Abstract: In this paper, the Harnack inequalities for $G$-SDEs with degenerate noise are derived by method of coupling by change of measure. Moreover, the gradient estimate for the associated nonlinear semigroup $\bar{P}_t$ $$|\nabla \bar{P}_t f|\leq c(p,t)(\bar{P}_t… read more here.
Keywords: degenerate noise; gradient estimate; sdes degenerate; harnack inequality ... See more keywords