Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes

被引：1

作者：

Xu, Liping ^{[1
]}

Yan, Litan ^{[2
]}

Li, Zhi ^{[1
]}

机构：

[1] Yangtze Univ, Sch Informat & Math, Jingzhou, Peoples R China

[2] Donghua Univ, Coll Sci, Dept Stat, Shanghai, Peoples R China

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2024年 / 42卷 / 03期

关键词：

Harnack inequality; Volterra-Gaussian processes; Subordinator; Sonine pairs; STOCHASTIC DIFFERENTIAL-EQUATIONS; EVOLUTION EQUATIONS; FORMULAS; NOISE;

D O I：

10.1080/07362994.2024.2326499

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Based on the Girsanov theorem for a kind of Volterra-Gaussian process, which are the generalization of fractional Brownian motion, Liouville fractional Brownian motion, and fractional Ornstein-Uhlenbeck process, we establish the Harnack inequalities for a class of stochastic functional differential equations driven by a kind of Volterra-Gaussian processes with a subordinator by an approximation technique. Some known results have been generalized and improved.

引用

页码：622 / 641

页数：20

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