Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion

DOI10.1515/ROSE-2014-0020MaRDI QIDQ490364zbMATH OpenOpenAlexFDO

Authors Zhi Li, Jiaowan Luo

Publication date 22 January 2015

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2014-0020

zbMATH Keywords

fractional Brownian motionstrong Feller propertyHarnack inequalitiesfunctional stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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• Harnack-type inequality for linear fractional stochastic equations
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• Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions
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• Harnack inequalities for SDEs driven by subordinator fractional Brownian motion
• Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
• Harnack inequality for functional SDEs with bounded memory
• HARNACK INEQUALITIES FOR EXOTIC BROWNIAN MOTIONS
• Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion

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