Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
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Publication:5268386
DOI10.1142/S0219493717500289zbMath1367.60081OpenAlexW2418607525MaRDI QIDQ5268386
Publication date: 20 June 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493717500289
Harnack inequalityfractional Brownian motionMalliavin calculusBismut formulastochastic functional differential equations
Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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