Harnack inequalities for SDEs driven by subordinator fractional Brownian motion

被引：4

作者：

Li, Zhi ^{[1
,2
]}

Yan, Litan ^{[1
]}

机构：

[1] Donghua Univ, Coll Informat Sci & Technol, 2999 North Renmin Rd, Shanghai 201620, Peoples R China

[2] Yangtze Univ, Sch Informat & Math, Jingzhou 434023, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2018年 / 134卷

关键词：

Harnack inequality; Fractional Brownian motion; Subordinator; EQUATIONS; FORMULAS; NOISE;

D O I：

10.1016/j.spl.2017.10.015

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

By using a transformation formulas for fractional Brownian motion, the Harnack inequalities for stochastic differential equations driven by subordinator fractional Brownian motion with Hurst parameter H is an element of (1/2, 1) are established. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：45 / 53

页数：9

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