Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion
DOI10.1515/ROSE-2014-0020zbMATH Open1327.60120OpenAlexW1988351063MaRDI QIDQ490364FDOQ490364
Authors: Zhi Li, Jiaowan Luo Error creating thumbnail:
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
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fractional Brownian motionstrong Feller propertyHarnack inequalitiesfunctional stochastic differential equations
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)
Cited In (18)
- Harnack inequalities for SDEs driven by time-changed fractional Brownian motions
- Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
- Harnack inequalities for functional SDEs with multiplicative noise and applications
- Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
- Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion
- Shift Harnack inequality and integration by parts formula for functional SDEs driven by fractional Brownian motion
- Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion
- Harnack-type inequality for linear fractional stochastic equations
- Harnack inequality and derivative formula for stochastic heat equation with fractional noise
- Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
- Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions
- Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching
- 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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