Distribution-Dependent Stochastic Functional Differential Equations
Abstract
By the approximation method introduced in FYW, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack inequalities for classical stochastic functional differential equations with Girsanov's theorem, Harnack and shift-Harnack inequalities are obtained for the non-linear semigroup Pt* associated to the functional solution.
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