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Harnack and shift Harnack inequalities for SDEs with integrable drifts

Huang, X

Huang, X (reprint author), Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

STOCHASTICS AND DYNAMICS, 2019; 19 (5):

Abstract

In this paper, the coupling by change of measure is constructed for a class of SDEs with integrable drift and additive noise, from which the Harnack a......

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