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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.09129 |
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| _version_ | 1866913938972606464 |
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| author | Zhao, Xiao-Yu |
| author_facet | Zhao, Xiao-Yu |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_09129 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Asymptotic log-Harnack inequality for path-distribution dependent SDEs with infinite memory and Dini drift Zhao, Xiao-Yu Probability 60H10, 60J60, 47G20 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. |
| title | Asymptotic log-Harnack inequality for path-distribution dependent SDEs with infinite memory and Dini drift |
| topic | Probability 60H10, 60J60, 47G20 |
| url | https://arxiv.org/abs/2507.09129 |