Harnack inequalities for SDEs driven by subordinator fractional Brownian motion

Zhi Li; Litan Yan

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Harnack inequalities for SDEs driven by subordinator fractional Brownian motion

机译：由下楼分数布朗运动驱动的SDES的Harnack不等式

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Abstract

By using a transformation formulas for fractional Brownian motion, the Harnack inequalities for stochastic differential equations driven by subordinator fractional Brownian motion with Hurst parameterH∈(1∕2,1)are established.

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机译：<！[cdata [ Abstract

通过使用用于分数布朗运动的转换公式，由赫斯特参数 h ∈ （ 1 / 2 ， 1 ）建立。 ]]>

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来源
《Statistics & Probability Letters》 |2018年第2018期|共9页
作者
Zhi Li; Litan Yan;
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作者单位

College of Information Science and Technology Donghua University;

College of Information Science and Technology Donghua University;

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原文格式 PDF
正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Harnack inequality; Fractional Brownian motion; Subordinator;

机译：Harnack不平等;分数布朗运动;下属;

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1. Harnack inequalities for SDEs driven by subordinator fractional Brownian motion [J] . Zhi Li, Litan Yan Statistics & Probability Letters . 2018,第期

机译：由下楼分数布朗运动驱动的SDES的Harnack不等式
2. Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion [J] . Zhi Li, Jiaowan Luo, Sergio Albeverio Random operators and stochastic equations . 2014,第4期

机译：分数布朗运动驱动的功能SDE的Harnack不等式及其应用
3. Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion [J] . Fan Xi-Liang Stochastic Analysis and Applications . 2014,第4期

机译：分数布朗运动驱动的SDE的Harnack型不等式及其应用
4. Wick Type SDEs Driven By Grey Brownian Motion [C] . Wolfgang Bock, José Luís da Silva Jagna International Workshop . 2017

机译：灯芯类型SDE由灰色褐色运动驱动
5. Parameter Estimation for Stochastic Differential Equations Driven by Fractional Brownian Motion [D] . Zhou, Hongjuan. 2018

机译：分数布朗运动驱动的随机微分方程参数估计
6. Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion [O] . Xinwen Zhang, Dehao Ruan -1

机译：由布朗运动和分数布朗运动驱动的中立型随机泛函偏微分方程的指数稳定性。
7. Harnack Inequalities for SDEs Driven by Time-Changed Fractional Brownian Motions [O] . Deng, Chang-Song, Schilling, René L. 2017

机译：由时变分数布朗运算驱动的sDE的Harnack不等式议案

Harnack inequalities for SDEs driven by subordinator fractional Brownian motion

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