SHIFT HARNACK INEQUALITY AND INTEGRATION BY PARTS FORMULA FOR FUNCTIONAL SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION

被引：6

作者：

Li, Zhi ^{[1
]}

机构：

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

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2016年 / 144卷 / 06期

关键词：

Fractional Brownian motion; shift Harnack inequality; integration by parts formula; DIFFERENTIAL-EQUATIONS; SEMIGROUPS;

D O I：

10.1090/proc/12915

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The shift Harnack inequality and the integration by parts formula for functional stochastic differential equations driven by fractional Brownian motion with Hurst parameter 1/2 < H < 1 are established by using a transformation formula for fractional Brownian motion and a new coupling argument.

引用

页码：2651 / 2659

页数：9

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